Generalized Ornstein Uhlenbeck processes and associated self-similar processes (Q4468057)
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scientific article; zbMATH DE number 2072815
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| English | Generalized Ornstein Uhlenbeck processes and associated self-similar processes |
scientific article; zbMATH DE number 2072815 |
Statements
Generalized Ornstein Uhlenbeck processes and associated self-similar processes (English)
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10 June 2004
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fractional Brownian motion, Lamperti's transformation
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fractional Langevin equation
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local stationarity
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0.83457350730896
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0.7880110144615173
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0.7865169048309326
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0.786412239074707
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