Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes
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Publication:5421585
DOI10.1080/15326340701471091zbMath1125.60042MaRDI QIDQ5421585
Publication date: 24 October 2007
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340701471091
Langevin equation; Ornstein-Uhlenbeck process; long memory; stable processes; Lamperti transformation
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G52: Stable stochastic processes
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