Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes (Q5153148): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3201955532 / rank | |||
Normal rank | |||
Revision as of 00:53, 20 March 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)
0 references
29 September 2021
0 references
fractional Brownian motion
0 references
subordinator
0 references
weak convergence in Skorokhod space
0 references
generalized Fokker-Planck equation
0 references
