On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (Q900945)
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scientific article; zbMATH DE number 6523874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process |
scientific article; zbMATH DE number 6523874 |
Statements
On integration by parts formula and characterization of fractional Ornstein-Uhlenbeck process (English)
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23 December 2015
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fractional Ornstein-Uhlenbeck process
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pull-back formula
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integration-by-parts formula
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characterization
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0.9243486
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0.9153819
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0.91366494
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0.9068768
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0.9030934
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