Pages that link to "Item:Q5421585"
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The following pages link to Short and Long Memory Fractional Ornstein–Uhlenbeck α-Stable Processes (Q5421585):
Displaying 8 items.
- Langevin picture of Lévy walks and their extensions (Q425196) (← links)
- Correlation cascades, ergodic properties and long memory of infinitely divisible processes (Q734643) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Fractional Klein–Kramers dynamics for subdiffusion and Itô formula (Q3301202) (← links)
- Correlated continuous-time random walks—scaling limits and Langevin picture (Q3301355) (← links)
- Path Properties of Subdiffusion—A Martingale Approach (Q3579002) (← links)
- Fractionally Integrated Moving Average Stable Processes With Long-Range Dependence (Q5093983) (← links)
- Selfsimilar diffusions (Q5877424) (← links)
