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scientific article; zbMATH DE number 2149876
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English
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scientific article; zbMATH DE number 2149876

    Statements

    author
    K. Bruce Erickson
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    Ross A. Maller
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    publication date
    30 March 2005
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    zbMATH Keywords
    stochastic integral
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    Lévy process
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    subordinated perpetuity
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    Ornstein-Uhlenbeck-type process
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    Identifiers

    Mathematics Subject Classification ID
    60H05
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    60G51
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    60J25
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    zbMATH DE Number
    2149876
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