Fractional {O}rnstein-{U}hlenbeck processes (Q1767492): Difference between revisions
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scientific article
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English | Fractional {O}rnstein-{U}hlenbeck processes |
scientific article |
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Fractional {O}rnstein-{U}hlenbeck processes (English)
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8 March 2005
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fractional Brownian motion
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Langevin equation
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long-range dependence
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selfsimilar processes
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Lamperti transformation
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