The covariance function of sub-fractional iterated Ornstein-Uhlenbeck processes

Yuchen Li

doi:10.12988/ams.2024.918678

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The covariance function of sub-fractional iterated Ornstein-Uhlenbeck processes

Yuchen Li

Year: 2024 Journal: Applied Mathematical Sciences Vol: 18 (3)Pages: 137-144

DOI: 10.12988/ams.2024.918678

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Keywords:

Ornstein–Uhlenbeck process Covariance Iterated function Mathematics Applied mathematics Function (biology) Covariance function Mathematical analysis Statistics Stochastic process Biology

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The covariance function of sub-fractional iterated Ornstein-Uhlenbeck processes

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