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

@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G10
@@ Property / Mathematics Subject Classification ID: 60G10 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6040291
@@ Property / zbMATH DE Number: 6040291 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+generalized Ornstein
@@ Property / zbMATH Keywords: generalized Ornstein / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Uhlenbeck process
@@ Property / zbMATH Keywords: Uhlenbeck process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+invariant subspace
@@ Property / zbMATH Keywords: invariant subspace / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+irreducible model
@@ Property / zbMATH Keywords: irreducible model / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy process
@@ Property / zbMATH Keywords: Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multiplicative Lévy process
@@ Property / zbMATH Keywords: multiplicative Lévy process / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+stochastic exponential
@@ Property / zbMATH Keywords: stochastic exponential / rank @@
+Normal rank

Revision as of 22:26, 29 June 2023