An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
DOI10.1134/S000511791802008XzbMATH Open1391.93200OpenAlexW2789951684WikidataQ130190071 ScholiaQ130190071MaRDI QIDQ1642040FDOQ1642040
Authors: E. S. Palamarchuk 
Publication date: 20 June 2018
Published in: Automation and Remote Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1134/s000511791802008x
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Cited In (8)
- The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
- Asymptotically-preserving large deviations principles by stochastic symplectic methods for a linear stochastic oscillator
- Super- and subdiffusive positions in fractional Klein-Kramers equations
- Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient
- On upper functions for anomalous diffusions governed by time-varying Ornstein-Uhlenbeck process
- On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs
- Power Brownian motion: an Ornstein-Uhlenbeck lookout
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