Conference
Title | Wick type SDEs driven by grey Brownian motion call_split Posted by Wolfgang Bock |
Authors | Bock, Wolfgang; da Silva, Jose Luis; Suryawan, Herry P. |
Publication date | 2017/08/16 |
Conference | AIP Conference Proceedings |
Volume | 1871 |
Publisher | AIP Conference Proceedings |
Abstract | 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. |
DOI | https://doi.org/10.1063/1.4996514 |