INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES (Q5744526)
From MaRDI portal
scientific article; zbMATH DE number 6542457
Language | Label | Description | Also known as |
---|---|---|---|
English | INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES |
scientific article; zbMATH DE number 6542457 |
Statements
INTERSECTION LOCAL TIME OF SUBFRACTIONAL ORNSTEIN-UHLENBECK PROCESSES (English)
0 references
18 February 2016
0 references
subfractional Ornstein-Uhlenbeck process
0 references
subfractional Brownian motion
0 references
stochastic differential equation
0 references
intersection local time
0 references