Transfer principle for fractional Ornstein-Uhlenbeck processes

MaRDI QIDQ6457704zbMATH OpenFDO

Authors Tommi Sottinen, Lauri Viitasaari

Publication date 1 November 2023

Mathematics Subject Classification ID

Gaussian processes (60G15) Self-similar stochastic processes (60G18) Fractional processes, including fractional Brownian motion (60G22) Prediction theory (aspects of stochastic processes) (60G25)

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