In this paper we consider fractional higher-order stochastic differential equations of the form X(t) where E(t) is a Gaussian white noise. We obtain explicitly the covariance functions and the spectral densities of the stochastic processes satisfying the above equations
Spectral densities related to some fractional stochastic differential equations / D'Ovidio, Mirko; Orsingher, Enzo; Sakhno, Ludmila. - In: ELECTRONIC COMMUNICATIONS IN PROBABILITY. - ISSN 1083-589X. - ELETTRONICO. - 21:0(2016), pp. 1-15. [10.1214/16-ECP4411]
Spectral densities related to some fractional stochastic differential equations
D'OVIDIO, MIRKO;ORSINGHER, Enzo;
2016
Abstract
In this paper we consider fractional higher-order stochastic differential equations of the form X(t) where E(t) is a Gaussian white noise. We obtain explicitly the covariance functions and the spectral densities of the stochastic processes satisfying the above equationsFile allegati a questo prodotto
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