A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution

DOI10.15559/22-vmsta216arXiv2105.06416MaRDI QIDQ6157628

Stefano Bonaccorsi, Luigi Amedeo Bianchi, Luciano Tubaro

Publication date: 22 June 2023

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.06416

zbMATH Keywords

empirical meansgeneralized Wright functionfractional Ornstein-Uhlenbeck processesstochastic Volterra equationsGamma mixing

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Sample path properties (60G17)

Cites Work

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