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Integrated stationary Ornstein-Uhlenbeck process, and double integral processes - MaRDI portal

Integrated stationary Ornstein-Uhlenbeck process, and double integral processes (Q2150122)

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Integrated stationary Ornstein-Uhlenbeck process, and double integral processes
scientific article

    Statements

    title
    Integrated stationary Ornstein-Uhlenbeck process, and double integral processes (English)
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    author
    Enrica Pirozzi
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    Mario Abundo
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    published in
    Physica A
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    publication date
    27 June 2022
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    zbMATH Keywords
    double integral process
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    Gauss-Markov process
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    Ornstein-Uhlenbeck process
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    cites work
    Q3515340
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    Q3997782
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    Identifiers

    Mathematics Subject Classification ID
    82-XX
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    60J60
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    60H05
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    60H10
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    zbMATH DE Number
    7548378
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    OpenAlex ID
    W2774448773
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