Multivariate generalized Ornstein-Uhlenbeck processes (Q424483): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spa.2012.01.002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2049718354 / rank | |||
Normal rank | |||
Revision as of 02:20, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate generalized Ornstein-Uhlenbeck processes |
scientific article |
Statements
Multivariate generalized Ornstein-Uhlenbeck processes (English)
0 references
1 June 2012
0 references
generalized Ornstein
0 references
Uhlenbeck process
0 references
invariant subspace
0 references
irreducible model
0 references
Lévy process
0 references
multiplicative Lévy process
0 references
stochastic exponential
0 references
