Fractional Ornstein-Uhlenbeck Process with Stochastic Forcing, and its Applications
Author:
Funder
Research Council of Norway
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-019-09748-y.pdf
Reference41 articles.
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3. Abundo M, Pirozzi E (2018) Integrated stationary Ornstein-Uhlenbeck process, and double integral processes. Physica A: Statistical Mechanics and its Applications 494(15):265–275. https://doi.org/10.1016/j.physa.2017.12.043
4. Anh V, Leonenko NN (2017) Fractional stokes-boussinesq-langevin equation and Mittag-Leffler correlation decay. Theory Probab Math Statist 1:8–28
5. Asmussen S, Glynn PW (2007) Stochastic simulation: algorithms and analysis, vol 57. Springer Science & Business Media, Berlin
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