The fBm-driven Ornstein-Uhlenbeck process: probability density function and anomalous diffusion
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Cited in
(21)- An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions
- Lyapunov techniques for stochastic differential equations driven by fractional Brownian motion
- Bridge representation and modal-path approximation
- Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion
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