On the windings of complex-valued Ornstein–Uhlenbeck processes driven by a Brownian motion and by a stable process (Q2804009): Difference between revisions

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+Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process<sup>1</sup>
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Publication:2804009