Time-changed fractional Ornstein-Uhlenbeck process (Q2197307)
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scientific article; zbMATH DE number 7241993
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Time-changed fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 7241993 |
Statements
Time-changed fractional Ornstein-Uhlenbeck process (English)
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31 August 2020
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subordinator
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generalized Caputo derivative
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fractional Brownian motion
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time-changed process
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generalized Fokker-Planck equation
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0.8759327530860901
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0.8726922273635864
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0.8336714506149292
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0.8186118602752686
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0.8056750297546387
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