Gamma-mixed Ornstein-Uhlenbeck sheet (Q2859391)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gamma-mixed Ornstein-Uhlenbeck sheet |
scientific article |
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Gamma-mixed Ornstein-Uhlenbeck sheet (English)
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7 November 2013
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Ornstein-Uhlenbeck process
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self-similarity
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fractional Brownian sheet
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weak convergence
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stochastic differential equation
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