Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process (Q6107680)
From MaRDI portal
scientific article; zbMATH DE number 7706364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7706364 |
Statements
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process (English)
0 references
3 July 2023
0 references
self-similarity
0 references
multiple stochastic integrals
0 references
generalized Hermite process
0 references
Rosenblatt process
0 references
generalized Hermite Ornstein-Uhlenbeck process
0 references
0 references
0 references
