On the exponentials of fractional Ornstein-Uhlenbeck processes (Q1039117): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 23:58, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the exponentials of fractional Ornstein-Uhlenbeck processes |
scientific article |
Statements
On the exponentials of fractional Ornstein-Uhlenbeck processes (English)
0 references
20 November 2009
0 references
long memory
0 references
long range dependence
0 references
fractional Brownian motion
0 references
fractional Ornstein-Uhlenbeck process
0 references
exponential process
0 references
Burkholder-Davis-Gundy inequalities
0 references
