The generalized Ornstein - Uhlenbeck process (Q4255676)
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scientific article; zbMATH DE number 1325117
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The generalized Ornstein - Uhlenbeck process |
scientific article; zbMATH DE number 1325117 |
Statements
The generalized Ornstein - Uhlenbeck process (English)
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23 September 1999
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Langevin-like equations
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generalized Ornstein-Uhlenbeck processes
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characteristic functional
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generalized Langevin process
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Wiener processes
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generalized Kubo oscillator
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