A Note on Non-Negative Continuous Time Processes (Q5473056)
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scientific article; zbMATH DE number 5034007
Language | Label | Description | Also known as |
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English | A Note on Non-Negative Continuous Time Processes |
scientific article; zbMATH DE number 5034007 |
Statements
A Note on Non-Negative Continuous Time Processes (English)
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19 June 2006
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complete monotonicity
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continuous time autoregressive moving average process
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Laplace transform
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Lévy process
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stochastic volatility
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