Multivariate partial differential equation describing the evolution of a Gaussian process

DOI10.1142/S0219493709002750MaRDI QIDQ3405581zbMATH OpenWikidataFDO

Authors Murad S. Taqqu, Mark S. Veillette

Publication date 10 February 2010

Published in Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219493709002750

zbMATH Keywords

fractional Brownian motionGaussian processesparabolic partial differential equationsself-similar processes

Mathematics Subject Classification ID

Higher-order parabolic equations (35K25) Gaussian processes (60G15) Self-similar stochastic processes (60G18)

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Cites work

• A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
• Applied stochastic processes.
• scientific article; zbMATH DE number 4048386 (Why is no real title available?)
• scientific article; zbMATH DE number 1181255 (Why is no real title available?)
• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• scientific article; zbMATH DE number 3328402 (Why is no real title available?)

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(2)

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