Fractional integral equations and state space transforms (Q850753)

From MaRDI portal
Revision as of 11:02, 9 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)
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
    0 references
    0 references
    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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references