Non-Gaussian measures in infinite dimensional spaces: the Gamma-Grey noise

DOI10.1007/S11118-023-10099-0arXiv2207.13609OpenAlexW4386098049MaRDI QIDQ6131720

Janusz Gajda, Lorenzo Cristofaro, Luisa Beghin

Publication date: 18 April 2024

Published in: Potential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.13609

zbMATH Keywords

fractional Brownian motionhitting timescompletely monotone functionselliptically contoured measuresincomplete Gamma functionGrey noise

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Generalized stochastic processes (60G20) White noise theory (60H40) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)

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