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

@@ Property / author @@
-Alexander M. Lindner
@@ Property / author: Alexander M. Lindner / rank @@
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@@ Property / author @@
+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
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
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+Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise
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+Embedding a stochastic difference equation into a continuous-time process
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+Exponentielle stochastique et intégrale multiplicative discontinues. (Discontinuous stochastic exponential and multiplicative integral)
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+Products of Random Matrices
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+Q4827401
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+Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
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+Ornstein–Uhlenbeck Processes and Extensions
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+Risk theory in a stochastic economic environment
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+Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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+On a multivariate conditional heteroscedastic model
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@@ links / mardi / name / links / mardi / name @@
+Publication:424483