Power Brownian motion: an Ornstein-Uhlenbeck lookout (Q6658798)
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scientific article; zbMATH DE number 7963381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Power Brownian motion: an Ornstein-Uhlenbeck lookout |
scientific article; zbMATH DE number 7963381 |
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Power Brownian motion: an Ornstein-Uhlenbeck lookout (English)
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8 January 2025
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power Brownian motion
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diffusion
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Gauss-Markov processes
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stationarity
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self-similarity
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Lamperti transform
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Langevin equation
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fractional Brownian motion
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scaled Brownian motion
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