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Time-changed Ornstein–Uhlenbeck process - MaRDI portal

Time-changed Ornstein–Uhlenbeck process (Q5246127)

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scientific article; zbMATH DE number 6427185
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English
Time-changed Ornstein–Uhlenbeck process
scientific article; zbMATH DE number 6427185

    Statements

    title
    Time-changed Ornstein–Uhlenbeck process (English)
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    author
    Janusz Gajda
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    Agnieszka Wyłomańska
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    publication date
    17 April 2015
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    zbMATH Keywords
    subordination
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    Ornstein-Uhlenbeck process
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    covariance
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    fractional Fokker-Planck equation
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    Identifiers

    Mathematics Subject Classification ID
    82C31
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    62J10
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    60H10
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    35R11
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    35Q84
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    zbMATH DE Number
    6427185
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    OpenAlex ID
    W2039290222
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