On fractional Ornstein-Uhlenbeck processes

zbMath1331.60065arXiv0710.5024MaRDI QIDQ2787466

Terhi Kaarakka, Paavo H. Salminen

Publication date: 4 March 2016

Full work available at URL: https://arxiv.org/abs/0710.5024

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

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