Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes

DOI10.1088/1751-8113/40/23/003MaRDI QIDQ5292545zbMATHOpenAlexFDO

Authors

Publication date 21 June 2007

Published in Journal of Physics A: Mathematical and Theoretical (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1088/1751-8113/40/23/003

Mathematics Subject Classification ID

Gaussian processes (60G15) Brownian motion (60J65)

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Cited in

(4)

• Multi-mixed fractional Brownian motions and Ornstein-Uhlenbeck processes
• Some fractional and multifractional Gaussian processes: a brief introduction
• Weyl multifractional Ornstein-Uhlenbeck processes mixed with a gamma distribution
• Stochastic integration for tempered fractional Brownian motion

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