The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion
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Publication:2849835
DOI10.2478/s13540-012-0034-zzbMath1274.60127OpenAlexW1975242980MaRDI QIDQ2849835
Caibin Zeng, Yang Quan Chen, Qi-Gui Yang
Publication date: 19 September 2013
Published in: Fractional Calculus and Applied Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2478/s13540-012-0034-z
Fractional processes, including fractional Brownian motion (60G22) Fractional derivatives and integrals (26A33) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Fokker-Planck equations (35Q84)
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