The dependence structure of the fractional Ornstein-Uhlenbeck process

MaRDI QIDQ5290221zbMATH OpenFDO

Authors Marcin Magdziarz

Publication date 28 April 2006

zbMATH Keywords

Fractal stochastic Burgers equationLévy space-time noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(7)

• Tempered fractional stable motion
• Fractional Klein-Kramers dynamics for subdiffusion and Itô formula
• Correlated continuous-time random walks -- scaling limits and Langevin picture
• Fractal Burgers' equation driven by Lévy noise
• Langevin picture of Lévy walks and their extensions
• Correlation cascades, ergodic properties and long memory of infinitely divisible processes
• On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process

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