Integral representation of generalized grey Brownian motion

DOI10.1080/17442508.2019.1641093zbMath1490.60086arXiv1812.03864WikidataQ99557832 ScholiaQ99557832MaRDI QIDQ5086494

Sascha Desmettre, José Luís da Silva, Wolfgang Bock

Publication date: 5 July 2022

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.03864

zbMATH Keywords

rough paths; generalized grey Brownian motion; fractional stochastic processes; grey OU processes; superposition of OU processes

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60G20: Generalized stochastic processes

60H05: Stochastic integrals

Related Items

Stochastic analysis for vector-valued generalized grey Brownian motion, Stochastic solutions of generalized time-fractional evolution equations

Uses Software

• SimEstFBM

Cites Work

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