Wick type SDEs driven by grey Brownian motion
STRUCTURE, FUNCTION AND DYNAMICS FROM NM TO GM. Bd. 1871. 2017
Erscheinungsjahr: 2017
ISBN/ISSN: 978-0-7354-1551-5/0094-243X
Publikationstyp: Diverses
Doi/URN: 10.1063/1.4996514
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Inhaltszusammenfassung
We derive solutions of the Ornstein-Uhlenbeck and of a linear Wick-type stochastic differential equation (SDE) driven by grey Brownian motion. The solutions are characterized to be in a suitable distribution space.
