Weyl and Riemann–Liouville multifractional Ornstein–Uhlenbeck processes

DOI10.1088/1751-8113/40/23/003zbMATH Open1117.60041OpenAlexW2064409937MaRDI QIDQ5292545FDOQ5292545

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

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Mathematics Subject Classification ID

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

Cited In (3)

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

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