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Convergence results for the time-changed fractional Ornstein–Uhlenbeck processes
Work
Year: 2021
Type: article
Abstract: In this paper we study some convergence results concerning the one-dimensional distribution of a time-changed fractional Ornstein–Uhlenbeck process. In particular, we establish that, despite the tim... more
Source: Theory of Probability and Mathematical Statistics
Authors Giacomo Ascione, Yuliya Mishura, Enrica Pirozzi
Institutions University of Naples Federico II, Taras Shevchenko National University of Kyiv
Cites: 29
Cited by:
Related to: 10
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Topic: Fractional Differential Equations Solutions
Subfield: Modeling and Simulation
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green