Pages that link to "Item:Q2568302"
From MaRDI portal
The following pages link to Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes (Q2568302):
Displaying 35 items.
- Multivariate generalized Ornstein-Uhlenbeck processes (Q424483) (← links)
- Non-causal strictly stationary solutions of random recurrence equations (Q467006) (← links)
- On exponential functionals of Lévy processes (Q495707) (← links)
- Asymptotic results for sample autocovariance functions and extremes of integrated generalized Ornstein-Uhlenbeck processes (Q605036) (← links)
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- Fluctuation theory and exit systems for positive self-similar Markov processes (Q662432) (← links)
- The stationarity of multidimensional generalized Ornstein-Uhlenbeck processes (Q730749) (← links)
- Statistical inference for generalized Ornstein-Uhlenbeck processes (Q887250) (← links)
- A new formula for some linear stochastic equations with applications (Q968770) (← links)
- Continuous-time GARCH processes (Q997951) (← links)
- Integrated insurance risk models with exponential Lévy investment (Q998271) (← links)
- Continuity properties and infinite divisibility of stationary distributions of some generalized Ornstein-Uhlenbeck processes (Q1011157) (← links)
- Stationary solutions for stochastic differential equations driven by Lévy processes (Q1679061) (← links)
- Ergodic properties of generalized Ornstein-Uhlenbeck processes (Q1683812) (← links)
- Valuation of power plants (Q1754195) (← 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)
- Exponential functionals of Markov additive processes (Q2184596) (← links)
- Superposition of COGARCH processes (Q2258831) (← links)
- Conditions for certain ruin for the generalised Ornstein-Uhlenbeck process and the structure of the upper and lower bounds (Q2267549) (← links)
- Exact conditions for no ruin for the generalised Ornstein-Uhlenbeck process (Q2270883) (← links)
- Optimal investment for insurers when the stock price follows an exponential Lévy process (Q2384450) (← links)
- Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes (Q2419978) (← links)
- Skew Ornstein-Uhlenbeck processes and their financial applications (Q2510020) (← links)
- A criterion for invariant measures of Itô processes based on the symbol (Q2515514) (← links)
- Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938) (← links)
- (Q2974530) (← links)
- Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes (Q3106294) (← links)
- Lévy Systems and Moment Formulas for Mixed Poisson Integrals (Q3119738) (← links)
- Distributional properties of solutions of d<i>V</i><sub><i>t</i></sub> = <i>V</i><sub><i>t</i>-</sub>d<i>U</i><sub><i>t</i></sub> + d<i>L</i><sub><i>t</i></sub> with Lévy noise (Q3173001) (← links)
- Finiteness of integrals of functions of Lévy processes (Q3434055) (← links)
- Long-time behavior of Lévy-driven Ornstein–Uhlenbeck processes with regime switching (Q5109501) (← links)
- On the Range of Exponential Functionals of Lévy Processes (Q5270102) (← links)
- Method of moment estimation in the COGARCH(1,1) model (Q5427673) (← links)
