Wick type SDEs driven by grey Brownian motion

被引：4
作者：
Bock, Wolfgang [1 ]
da Silva, Jose Luis [2 ]
机构：
[1] Tech Univ Kaiserslautern, POB 3049, D-67653 Kaiserslautern, Germany
[2] Univ Madeira, CIMA, Campus Penteada, P-9020105 Funchal, Portugal
来源：
STRUCTURE, FUNCTION AND DYNAMICS FROM NM TO GM | 2017年 / 1871卷
关键词：
D O I：
10.1063/1.4996514
中图分类号：
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
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.
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页数：9
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