Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:46, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Existence and uniqueness of stationary Lévy-driven CARMA processes |
scientific article |
Statements
Existence and uniqueness of stationary Lévy-driven CARMA processes (English)
0 references
29 July 2009
0 references
Lévy process
0 references
stochastic differential equations
0 references
state-space representation
0 references
stationarity
0 references
causality
0 references
