Fractional integral equations and state space transforms (Q850753)

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Fractional integral equations and state space transforms
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    Fractional integral equations and state space transforms (English)
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    6 November 2006
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    fractional Brownian motion
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    fractional integral
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    fractional Ornstein-Uhlenbeck process
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    fractional Vasicek model
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    Langevin equation
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    long-range dependence
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    Riemann-Stieltjes integrals
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    state space transform
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    stochastic calculus
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    stochastic differential equations
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