Gamma-mixed Ornstein-Uhlenbeck sheet (Q2859391)

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Gamma-mixed Ornstein-Uhlenbeck sheet
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    Statements

    title
    Gamma-mixed Ornstein-Uhlenbeck sheet (English)
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    author
    Ciprian A. Tudor
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    Maria Tudor
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    publication date
    7 November 2013
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    zbMATH Keywords
    Ornstein-Uhlenbeck process
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    self-similarity
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    fractional Brownian sheet
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    weak convergence
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    stochastic differential equation
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    Identifiers

    DOI
    10.5486/PMD.2013.5381
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    Mathematics Subject Classification ID
    60F05
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    60H05
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    91G70
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    zbMATH DE Number
    6223919
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    OpenAlex ID
    W2313666495
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