Time-changed Ornstein–Uhlenbeck process (Q5246127)
From MaRDI portal
scientific article; zbMATH DE number 6427185
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-changed Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 6427185 |
Statements
Time-changed Ornstein–Uhlenbeck process (English)
0 references
17 April 2015
0 references
subordination
0 references
Ornstein-Uhlenbeck process
0 references
covariance
0 references
fractional Fokker-Planck equation
0 references
