Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148): Difference between revisions
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Revision as of 12:28, 16 February 2024
scientific article; zbMATH DE number 7402592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7402592 |
Statements
Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (English)
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29 September 2021
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fractional Brownian motion
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subordinator
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weak convergence in Skorokhod space
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generalized Fokker-Planck equation
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