Some properties of the fractional Ornstein–Uhlenbeck process (Q5460425)
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scientific article; zbMATH DE number 5268169
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| English | Some properties of the fractional Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 5268169 |
Statements
Some properties of the fractional Ornstein–Uhlenbeck process (English)
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28 April 2008
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fractional Brownian motion
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Ornstein-Uhlenbeck process
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local non-determinism
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local time
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0.8488773703575134
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0.8454011678695679
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0.8134447336196899
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0.81328946352005
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0.7895090579986572
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