Fractional Ornstein-Uhlenbeck process with stochastic forcing, and its applications (Q2241497)

The authors introduce a fractional Ornstein-Uhlenbeck process involving a stochastic forcing term in the drift as a solution of a linear stochastic differential equation driven by a fractional Brownian motion with Hurst index \(H.\) They derive the mean and the covariance function for such processes and study their asymptotic behaviour as \(H\rightarrow 0\) and as \(H\rightarrow 1.\) Applications of this process in neuronal modeling are investigated.