On the exponentials of fractional Ornstein-Uhlenbeck processes (Q1039117)
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scientific article; zbMATH DE number 5636595
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the exponentials of fractional Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 5636595 |
Statements
On the exponentials of fractional Ornstein-Uhlenbeck processes (English)
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20 November 2009
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long memory
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long range dependence
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fractional Brownian motion
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fractional Ornstein-Uhlenbeck process
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exponential process
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Burkholder-Davis-Gundy inequalities
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