Superposition of Ornstein--Uhlenbeck Type Processes (Q2752947): Difference between revisions
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| Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
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| Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
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| Property / full work available at URL: https://doi.org/10.1137/s0040585x97978166 / rank | |||
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Latest revision as of 08:33, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Superposition of Ornstein--Uhlenbeck Type Processes |
scientific article |
Statements
Superposition of Ornstein--Uhlenbeck Type Processes (English)
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22 October 2001
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Ornstein-Uhlenbeck processes
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Levy processes
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superpositions
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cumulative processes
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self-similarity
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