Existence and uniqueness of stationary Lévy-driven CARMA processes (Q2270890)
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scientific article; zbMATH DE number 5588346
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| English | Existence and uniqueness of stationary Lévy-driven CARMA processes |
scientific article; zbMATH DE number 5588346 |
Statements
Existence and uniqueness of stationary Lévy-driven CARMA processes (English)
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29 July 2009
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Lévy process
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stochastic differential equations
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state-space representation
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stationarity
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causality
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0.8365001082420349
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0.8083164691925049
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0.8083164691925049
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0.8056125640869141
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