2020•Fractional Calculus and Applied AnalysisOpen access

Time-changed fractional Ornstein-Uhlenbeck process

Giacomo Ascione, Yuliya Stepanovna Mishura, Enrica Pirozzi

Open full text 14 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

Open-access reader

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

OpenAlex reports 14 citations for this work. Citation counts describe recorded attention and do not establish research quality.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Subordinator, Ornstein–Uhlenbeck process, Fokker–Planck equation, Process (computing), Mathematics, Inverse, Statistical physics, Stochastic process