Time-changed Ornstein–Uhlenbeck process (Q5246127)
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scientific article; zbMATH DE number 6427185
Language | Label | Description | Also known as |
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English | 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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