BOOK-CHAPTER

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

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

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Topics

Stochastic processes and financial applications
Social Sciences →  Economics, Econometrics and Finance →  Finance
Fractional Differential Equations Solutions
Physical Sciences →  Mathematics →  Modeling and Simulation
Financial Risk and Volatility Modeling
Social Sciences →  Economics, Econometrics and Finance →  Finance

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