Fractional Ornstein–Uhlenbeck Processes, Levy–Ornstein–Uhlenbeck Processes, and Fractional Levy– Ornstein–Uhlenbeck Processes

Jaya P. N. Bishwal

doi:10.1007/978-3-031-03861-7_4

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Fractional Ornstein–Uhlenbeck Processes, Levy–Ornstein–Uhlenbeck Processes, and Fractional Levy– Ornstein–Uhlenbeck Processes

Jaya P. N. Bishwal

Year: 2022 Pages: 169-272

DOI: 10.1007/978-3-031-03861-7_4

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Keywords:

Ornstein–Uhlenbeck process Mathematics Estimator Brownian motion Lévy process Stochastic process Statistical physics Applied mathematics Statistics Physics

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Stochastic processes and financial applications

Social Sciences → Economics, Econometrics and Finance → Finance

Fractional Differential Equations Solutions

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Fractional Ornstein–Uhlenbeck Processes, Levy–Ornstein–Uhlenbeck Processes, and Fractional Levy– Ornstein–Uhlenbeck Processes

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