Time-changed Ornstein–Uhlenbeck process (Q5246127)

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scientific article; zbMATH DE number 6427185
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Time-changed Ornstein–Uhlenbeck process
scientific article; zbMATH DE number 6427185

    Statements

    Time-changed Ornstein–Uhlenbeck process (English)
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    17 April 2015
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    subordination
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    Ornstein-Uhlenbeck process
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    covariance
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    fractional Fokker-Planck equation
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