Time-changed fractional Ornstein-Uhlenbeck process (Q2197307)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-changed fractional Ornstein-Uhlenbeck process |
scientific article |
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Time-changed fractional Ornstein-Uhlenbeck process (English)
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31 August 2020
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subordinator
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generalized Caputo derivative
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fractional Brownian motion
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time-changed process
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generalized Fokker-Planck equation
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