Fractional integral equations and state space transforms (Q850753): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2083673112 / rank | |||
Normal rank |
Revision as of 23:29, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fractional integral equations and state space transforms |
scientific article |
Statements
Fractional integral equations and state space transforms (English)
0 references
6 November 2006
0 references
fractional Brownian motion
0 references
fractional integral
0 references
fractional Ornstein-Uhlenbeck process
0 references
fractional Vasicek model
0 references
Langevin equation
0 references
long-range dependence
0 references
Riemann-Stieltjes integrals
0 references
state space transform
0 references
stochastic calculus
0 references
stochastic differential equations
0 references