Multivariate generalized Ornstein-Uhlenbeck processes (Q424483): Difference between revisions
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Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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Property / zbMATH DE Number: 6040291 / rank | |||
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generalized Ornstein | |||
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Uhlenbeck process | |||
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invariant subspace | |||
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irreducible model | |||
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Lévy process | |||
Property / zbMATH Keywords: Lévy process / rank | |||
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multiplicative Lévy process | |||
Property / zbMATH Keywords: multiplicative Lévy process / rank | |||
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stochastic exponential | |||
Property / zbMATH Keywords: stochastic exponential / rank | |||
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Revision as of 22:26, 29 June 2023
scientific article
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English | Multivariate generalized Ornstein-Uhlenbeck processes |
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Multivariate generalized Ornstein-Uhlenbeck processes (English)
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1 June 2012
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generalized Ornstein
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Uhlenbeck process
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invariant subspace
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irreducible model
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Lévy process
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multiplicative Lévy process
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stochastic exponential
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