The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift (Q6192420)
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scientific article; zbMATH DE number 7815364
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift |
scientific article; zbMATH DE number 7815364 |
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The long time behavior of the fractional Ornstein-Uhlenbeck process with linear self-repelling drift (English)
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11 March 2024
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fractional Brownian motion
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stochastic difference equations
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rate of convergence
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asymptotic
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