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A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution - MaRDI portal

A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (Q6157628)

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scientific article; zbMATH DE number 7699999
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A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution
scientific article; zbMATH DE number 7699999

    Statements

    A class of fractional Ornstein-Uhlenbeck processes mixed with a Gamma distribution (English)
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    22 June 2023
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    fractional Ornstein-Uhlenbeck processes
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    empirical means
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    Gamma mixing
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    stochastic Volterra equations
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    generalized Wright function
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