Pages that link to "Item:Q1822836"

The following pages link to Embedding a stochastic difference equation into a continuous-time process (Q1822836):

Displaying 13 items.

• Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
• Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
• Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
• Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
• Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
• Continuity properties and the support of killed exponential functionals (Q1979899) (← links)
• On the law of killed exponential functionals (Q2042822) (← links)
• Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
• Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes (Q2184573) (← links)
• Weak limits of random coefficient autoregressive processes and their application in ruin theory (Q2306085) (← links)
• Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
• (Q2974530) (← links)
• A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)