Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
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Publication:2150122
DOI10.1016/j.physa.2017.12.043MaRDI QIDQ2150122
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
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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