Gaussian and hermite Ornstein–Uhlenbeck processes

DOI10.1080/07362994.2021.2022495MaRDI QIDQ5880403OpenAlexFDO

Authors K. Es-Sebaiy

Publication date 9 March 2023

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2106.12311

zbMATH Keywords

auto-covariance functionstationarity and ergodicityGaussian and Hermite Ornstein-Uhlenbeck processes

Mathematics Subject Classification ID

Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(9)

• Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process
• Tempered Hermite process
• Gaussian and Hermite Ornstein-Uhlenbeck processes
• Generalized continuous time random walks and Hermite processes
• Hermite Ornstein-Uhlenbeck processes mixed with a gamma distribution
• scientific article; zbMATH DE number 1200198 (Why is no real title available?)
• scientific article; zbMATH DE number 599131 (Why is no real title available?)
• Quasi Ornstein-Uhlenbeck processes
• Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes

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