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Integral Representation of Generalized Grey Brownian Motion
Wolfgang Bock, Sascha Desmettre, José Luís da Silva · 2018-12-07 · via math.PR updates on arXiv.org

In this paper we investigate the representation of a class of non Gaussian processes, namely generalized grey Brownian motion, in terms of a weighted integral of a stochastic process which is a solution of a certain stochastic differential equation. In particular the underlying process can be seen as a non Gaussian extension of the Ornstein-Uhlenbeck process, hence generalizing the representation results of Muravlev as well as Harms and Stefanovits to the non Gaussian case.

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