Open AccessLong-Memory Stable Ornstein-Uhlenbeck Processes
Author(s) -
Makoto Maejima,
Kenji Yamamoto
Publication year - 2003
Publication title -
electronic journal of probability
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.666
H-Index - 53
ISSN - 1083-6489
DOI - 10.1214/ejp.v8-168
Subject(s) - ornstein–uhlenbeck process , mathematics , langevin equation , fractional brownian motion , statistical physics , covariance , brownian motion , noise (video) , markov process , stochastic process , range (aeronautics) , mathematical analysis , physics , statistics , computer science , artificial intelligence , materials science , composite material , image (mathematics)