Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235)
From MaRDI portal
scientific article; zbMATH DE number 7493312
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gamma-related Ornstein–Uhlenbeck processes and their simulation* |
scientific article; zbMATH DE number 7493312 |
Statements
Gamma-related Ornstein–Uhlenbeck processes and their simulation* (English)
0 references
18 March 2022
0 references
Lévy-driven Ornstein-Uhlenbeck processes
0 references
compound Poisson
0 references
simulations
0 references
