Regularly varying correlation functions and KMO-Langevin equations

DOI10.14492/HOKMJ/1351257978zbMATH Open0884.60057OpenAlexW1983151802MaRDI QIDQ1365130FDOQ1365130

Authors: Akihiko Inoue 

Publication date: 19 March 1998

Published in: Hokkaido Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14492/hokmj/1351257978

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zbMATH Keywords

stationary processcorrelation functionfirst KMO-Langevin equationstationary random distribution

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Rate of growth of functions, orders of infinity, slowly varying functions (26A12) Stochastic integral equations (60H20)

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• Langevins stochastic differential equation extended by a time-delayed term

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