INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES (Q5744526)
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scientific article; zbMATH DE number 6542457
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES |
scientific article; zbMATH DE number 6542457 |
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INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES (English)
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18 February 2016
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subfractional Ornstein-Uhlenbeck process
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subfractional Brownian motion
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stochastic differential equation
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intersection local time
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