Fractional integral equations and state space transforms (Q850753)
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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)
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6 November 2006
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fractional Brownian motion
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fractional integral
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fractional Ornstein-Uhlenbeck process
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fractional Vasicek model
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Langevin equation
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long-range dependence
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Riemann-Stieltjes integrals
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state space transform
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stochastic calculus
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stochastic differential equations
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