Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (Q637113)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations |
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Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations (English)
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2 September 2011
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fractional integral equation
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fractional Lévy process
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fractional Lévy-Ornstein-Uhlenbeck process
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long-range dependence
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p-variation
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Riemann-Stieltjes integration
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stationary solution to a fractional SDE
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stochastic differential equation
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