Pages that link to "Item:Q4468057"
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The following pages link to Generalized Ornstein Uhlenbeck processes and associated self-similar processes (Q4468057):
Displaying 13 items.
- A very efficient approach for pricing barrier options on an underlying described by the mixed fractional Brownian motion (Q508259) (← links)
- A class of negatively fractal dimensional Gaussian random functions (Q624745) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure (Q1016617) (← links)
- Record length requirement of long-range dependent teletraffic (Q1620518) (← links)
- On von Kármán spectrum from a view of fractal (Q1714843) (← links)
- Abstract description of Internet traffic of generalized Cauchy type (Q1955234) (← links)
- Cauchy-Matern model of sea surface wind speed at the Lake Worth, Florida (Q1955261) (← links)
- The local time of the fractional Ornstein-Uhlenbeck process (Q2015425) (← links)
- Riemann-Liouville and Weyl fractional oscillator processes (Q2267228) (← links)
- Stochastic quantization of nonlocal fields (Q2462826) (← links)
- Rough volatility via the Lamperti transform (Q6059021) (← links)
- Global attracting set of stochastic differential equations with unbounded delay driven by fractional Ornstein-Uhlenbeck process (Q6554578) (← links)
