Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process
DOI10.1080/17442508.2022.2068955zbMath1528.60031OpenAlexW4225131687WikidataQ114098089 ScholiaQ114098089MaRDI QIDQ6107680
Unnamed Author, Obayda Assaad, Ciprian A. Tudor
Publication date: 3 July 2023
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508.2022.2068955
self-similarityRosenblatt processmultiple stochastic integralsgeneralized Hermite Ornstein-Uhlenbeck processgeneralized Hermite process
Fractional processes, including fractional Brownian motion (60G22) Stochastic calculus of variations and the Malliavin calculus (60H07) Self-similar stochastic processes (60G18)
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Cites Work
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