The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (Q2849835)
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scientific article; zbMATH DE number 6209813
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion |
scientific article; zbMATH DE number 6209813 |
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The fBm-driven Ornstein-Uhlenbeck process: Probability density function and anomalous diffusion (English)
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19 September 2013
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fractional Brownian motion
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Ornstein-Uhlenbeck process
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anomalous diffusion
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Fokker-Planck equation
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