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Integral representation of generalized grey Brownian motion - MaRDI portal

Integral representation of generalized grey Brownian motion (Q5086494)

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scientific article; zbMATH DE number 7553643
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English
Integral representation of generalized grey Brownian motion
scientific article; zbMATH DE number 7553643

    Statements

    title
    Integral representation of generalized grey Brownian motion (English)
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    author
    Wolfgang Bock
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    Sascha Desmettre
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    José Luís da Silva
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    published in
    Stochastics
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    publication date
    5 July 2022
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    zbMATH Keywords
    generalized grey Brownian motion
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    fractional stochastic processes
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    rough paths
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    superposition of OU processes
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    grey OU processes
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    cites work
    Q4496048
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    Q4939909
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    Q4202615
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    Let Us Use White Noise
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    Q5699297
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    Q4881598
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    Q5823885
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    Q5691792
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    Q4028304
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    Q4726489
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    Identifiers

    Mathematics Subject Classification ID
    60G20
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    60G22
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    60H05
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    zbMATH DE Number
    7553643
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    Wikidata QID
    Q99557832
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    OpenAlex ID
    W3103749280
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    arXiv ID
    1812.03864
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