Fractionally integrated Gauss-Markov processes and applications

DOI10.1016/j.cnsns.2021.105862zbMath1480.60087arXiv1905.08167WikidataQ114196526 ScholiaQ114196526MaRDI QIDQ2038125

Enrica Pirozzi, Mario Abundo

Publication date: 9 July 2021

Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.08167

zbMATH Keywords

simulation; covariance function; fractional integral; neuronal models

Mathematics Subject Classification ID

60G15: Gaussian processes

65C20: Probabilistic models, generic numerical methods in probability and statistics

26A33: Fractional derivatives and integrals

Related Items

On the first-passage times of certain Gaussian processes, and related asymptotics, The first-passage area of Ornstein-Uhlenbeck process revisited, Asymptotic of the running maximum distribution of a Gaussian Bridge

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