Fractional integral equations and state space transforms (Q850753)

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scientific article; zbMATH DE number 5070911
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    Fractional integral equations and state space transforms
    scientific article; zbMATH DE number 5070911

      Statements

      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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