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    • Fractional Ornstein-Uhlenbeck Processes 

      Kaarakka, Terhi
      Tampere University of Technology. Publication : 1338 (Tampere University of Technology, 2015)
      Monografiaväitöskirja
      In this monograph, we are mainly studying Gaussian processes, in particularly three different types of fractional Ornstein – Uhlenbeck processes. Pioneers in this field may bementioned, e.g. Kolmogorov (1903-1987) and ...