Pages that link to "Item:Q1822836"
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The following pages link to Embedding a stochastic difference equation into a continuous-time process (Q1822836):
Displayed 4 items.
- 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)
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302) (← links)
- A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour (Q4667987) (← links)