Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (Q6140809)
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scientific article; zbMATH DE number 7782484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process |
scientific article; zbMATH DE number 7782484 |
Statements
Explicit representation of characteristic function of tempered <i>α</i>‐stable Ornstein–Uhlenbeck process (English)
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2 January 2024
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characteristic function
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Lévy processes
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Ornstein-Uhlenbeck process
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tempered \(\alpha\)-stable process
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tempered fractional derivative
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