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Some properties of fractional Ornstein-Uhlenbeck process

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Title: Some properties of fractional Ornstein-Uhlenbeck process

Authors: S. C. Lim

Journal: Journal of Prime Research in Mathematics

HEC Recognition History
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Y 2023-07-01 2024-09-30
Y 2022-07-01 2023-06-30
Y 2021-07-01 2022-06-30
Y 2020-07-01 2021-06-30

Publisher: Abdus Salam School of Mathematical Sciences, GC University

Country: Pakistan

Year: 2005

Volume: 1

Issue: 1

Language: English

Categories
Ornstein-Uhlenbeck Process (1) Stochastic Processes (111) Mathematics (5170) Fractional Calculus (72) Probability (177)

Abstract

We study the solution of fractional Langevin equation at both zero and positive temperature. The partition function and other thermodynamic properties associated with the solution (or the fractional Ornstein-Uhlenbeck process) can be obtained by using the generalized zeta function and the heat kernel techniques.

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