The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion (Q2849835)
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scientific article; zbMATH DE number 6209813
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| English | The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion |
scientific article; zbMATH DE number 6209813 |
Statements
The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (English)
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19 September 2013
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fractional Brownian motion
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Ornstein-Uhlenbeck process
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anomalous diffusion
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Fokker-Planck equation
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0.75755774974823
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0.7496379613876343
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0.7474316954612732
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0.7430872917175293
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