Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise (Q6131720)
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scientific article; zbMATH DE number 7834182
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| English | Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise |
scientific article; zbMATH DE number 7834182 |
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Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise (English)
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18 April 2024
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incomplete Gamma function
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completely monotone functions
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Grey noise
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hitting times
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fractional Brownian motion
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elliptically contoured measures
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0.8282725811004639
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0.7553086876869202
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0.7408707737922668
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