Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (Q286454)
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scientific article
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| English | Representation of stationary and stationary increment processes via Langevin equation and self-similar processes |
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Representation of stationary and stationary increment processes via Langevin equation and self-similar processes (English)
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20 May 2016
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stationary processes
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stationary increment processes
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self-similar processes
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Langevin equation
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Lamperti transform
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0.90439355
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0.8937973
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0.8936573
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0.8848862
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