Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion (Q2328570)
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English | Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion |
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Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion (English)
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10 October 2019
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Ornstein-Uhlenbeck process
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heterogeneous ensemble
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superposition
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center of mass
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non-autonomous stochastic differential equation
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randomly-scaled Gaussian process
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generalized grey Brownian motion
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