A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (Q6157628)
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scientific article; zbMATH DE number 7699999
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| English | A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution |
scientific article; zbMATH DE number 7699999 |
Statements
A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (English)
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22 June 2023
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fractional Ornstein-Uhlenbeck processes
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empirical means
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Gamma mixing
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stochastic Volterra equations
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generalized Wright function
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0.8141288161277771
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0.8081089854240417
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0.7990050911903381
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0.796188473701477
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0.7690483927726746
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