Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235): Difference between revisions

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Latest revision as of 10:01, 28 July 2024

scientific article; zbMATH DE number 7493312
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English
Gamma-related Ornstein–Uhlenbeck processes and their simulation*
scientific article; zbMATH DE number 7493312

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    Gamma-related Ornstein–Uhlenbeck processes and their simulation* (English)
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    18 March 2022
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    Lévy-driven Ornstein-Uhlenbeck processes
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    compound Poisson
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    simulations
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