Stochastic analysis for vector-valued generalized grey Brownian motion

DOI10.1090/tpms/1184zbMath1511.60064arXiv2111.09229OpenAlexW3214225054MaRDI QIDQ6040482

Wolfgang Bock, Unnamed Author, Martin Grothaus

Publication date: 17 May 2023

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.09229

zbMATH Keywords

local timegeneralized functionsnon-Gaussian analysislinear stochastic differential equationsMittag-Leffler analysisvector-valued generalized grey Brownian motion

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Integral transforms in distribution spaces (46F12) Generalized stochastic processes (60G20) Mittag-Leffler functions and generalizations (33E12) Distributions on infinite-dimensional spaces (46F25)

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