The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (Q2849835): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Yang Quan Chen / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Qi-Gui Yang / rank | |||
Normal rank | |||
Revision as of 17:48, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion |
scientific article |
Statements
The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (English)
0 references
19 September 2013
0 references
fractional Brownian motion
0 references
Ornstein-Uhlenbeck process
0 references
anomalous diffusion
0 references
Fokker-Planck equation
0 references
