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Integral representation of generalized grey Brownian motion
In this paper, we investigate the representation of a class of non-Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential equation. In particular, the underlying process can be seen...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Taylor & Francis
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7455069/ https://www.ncbi.nlm.nih.gov/pubmed/32939219 http://dx.doi.org/10.1080/17442508.2019.1641093 |