Intermittency of superpositions of Ornstein-Uhlenbeck type processes (Q505564): Difference between revisions

@@ Property / author @@
-Nikolai N. Leonenko
@@ Property / author: Nikolai N. Leonenko / rank @@
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@@ Property / author @@
+Nikolai N. Leonenko
@@ Property / author: Nikolai N. Leonenko / rank @@
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+J60
@@ Property / Mathematics Subject Classification ID: 60J60 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F05
@@ Property / Mathematics Subject Classification ID: 60F05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
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@@ Property / zbMATH DE Number @@
+6678121
@@ Property / zbMATH DE Number: 6678121 / rank @@
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@@ Property / zbMATH Keywords @@
+Ornstein-Uhlenbeck-type processes
@@ Property / zbMATH Keywords: Ornstein-Uhlenbeck-type processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+intermittency
@@ Property / zbMATH Keywords: intermittency / rank @@
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@@ Property / zbMATH Keywords @@
+long range dependence
@@ Property / zbMATH Keywords: long range dependence / rank @@
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@@ Property / zbMATH Keywords @@
+weak convergence
@@ Property / zbMATH Keywords: weak convergence / rank @@
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+W2270826520
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+.00670
@@ Property / arXiv ID: 1512.00670 / rank @@
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+Lévy Processes and Stochastic Calculus
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+Processes of normal inverse Gaussian type
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+Superposition of Ornstein--Uhlenbeck Type Processes
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+Burgers' turbulence problem with linear or quadratic external potential
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+Spectral properties of superpositions of Ornstein-Uhlenbeck type processes
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+Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
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+Publication:505564