Quasi Ornstein-Uhlenbeck processes

DOI10.3150/10-BEJ311zbMath1233.60020arXiv0912.3091MaRDI QIDQ638762

Andreas Basse-O'Connor, Ole Eiler Barndorff-Nielsen

Publication date: 14 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.3091

zbMATH Keywords

Langevin equations; stationary processes; fractional Ornstein-Uhlenbeck processes; Fubini theorem for Lévy bases

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G22: Fractional processes, including fractional Brownian motion

60G10: Stationary stochastic processes

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