Fractionally integrated Gauss-Markov processes and applications
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Publication:2038125
DOI10.1016/j.cnsns.2021.105862zbMath1480.60087arXiv1905.08167WikidataQ114196526 ScholiaQ114196526MaRDI QIDQ2038125
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
60G15: Gaussian processes
65C20: Probabilistic models, generic numerical methods in probability and statistics
26A33: Fractional derivatives and integrals
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