Integrated stationary Ornstein-Uhlenbeck process, and double integral processes

DOI10.1016/j.physa.2017.12.043MaRDI QIDQ2150122

Enrica Pirozzi, Mario Abundo

Publication date: 27 June 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2017.12.043

zbMATH Keywords

Ornstein-Uhlenbeck process; Gauss-Markov process; double integral process

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J60: Diffusion processes

60H05: Stochastic integrals

82-XX: Statistical mechanics, structure of matter

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