Spectral Properties of Uperpositions of Ornstein-Uhlenbeck Type Processes

Author:

Barndorff-Nielsen O. E.,Leonenko N. N.

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Reference30 articles.

1. V. V. Anh, and N. N. Leonenko, “Scaling laws for fractional diffusion-wave equations with singular data,” Statistics and Probability Letters vol. 48 pp. 239–252, 2000.

2. V. V. Anh, and N. N. Leonenko, “Spectral analysis of fractional kinetic equations with random data,” Journal of Statistical Physics vol. 104 pp. 239–252, 2001.

3. V. V. Anh, and N. N. Leonenko, “Renormalization and homogenization of fractional diffusion equations with random data,” Probability Theory and Related Fields vol. 124 pp. 381–408, 2002.

4. V. V. Anh, C. C. Heyde, and N. N. Leonenko, “Dynamic models of long-memory processes driven by Lévy noise,” Journal of Applied Probability vol. 39 pp. 730–747, 2002.

5. O. E. Barndorff-Nielsen, “Probability and statistics: self-decomposability, finance and turbulence.” In L. Accardi and C. C. Heyde (eds.), Proceedings of the Conference “Probability towards 2000”, held at Columbia University, New York, 2–6 October 1995, pp. 47–57, Springer-Verlag: Berlin, 1998a.

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