Some properties of fractional Ornstein-Uhlenbeck process

MaRDI QIDQ5442620zbMATH OpenFDO

Authors

Publication date 22 February 2008

zbMATH Keywords

fractional Langevin equationgeneralized zeta functionheat kernel techniquespartition function

Mathematics Subject Classification ID

Gaussian processes (60G15) Statistical thermodynamics (82B30)

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Cited in

(7)

• Fractional Ornstein-Uhlenbeck noise
• Some properties for two-parameter fractional Lévy-Wiener process
• Riemann-Liouville and Weyl fractional oscillator processes
• Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
• On fractional annealing process
• Langevin equation with two fractional orders
• On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process

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