Pages that link to "Item:Q617912"
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The following pages link to Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912):
Displaying 20 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)
- Stationary infinitely divisible processes (Q642197) (← links)
- Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods (Q1678396) (← links)
- Stationary solutions for stochastic differential equations driven by Lévy processes (Q1679061) (← 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)
- Second-order tail behavior for stochastic discounted value of aggregate net losses in a discrete-time risk model (Q2100010) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Exponential functionals of Markov additive processes (Q2184596) (← 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)
- Ergodicity of affine processes on the cone of symmetric positive semidefinite matrices (Q5005036) (← links)
- Asymmetric COGARCH processes (Q5245621) (← links)
- On the Range of Exponential Functionals of Lévy Processes (Q5270102) (← links)
- Fractional Moments of Solutions to Stochastic Recurrence Equations (Q5407021) (← links)
- On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes (Q6570498) (← links)
- Moments of exponential functionals of Lévy processes on a deterministic horizon -- identities and explicit expressions (Q6589562) (← links)
- Asymptotics for densities of exponential functionals of subordinators (Q6635736) (← links)
