Multivariate generalized Ornstein-Uhlenbeck processes (Q424483): Difference between revisions

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+Alexander M. Lindner
@@ Property / author: Alexander M. Lindner / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2012.01.002
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@@ Property / OpenAlex ID @@
+W2049718354
@@ Property / OpenAlex ID: W2049718354 / rank @@
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
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+Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
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