Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process (Q2322931)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process |
scientific article |
Statements
Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process (English)
0 references
5 September 2019
0 references
SDE
0 references
Lévy process
0 references
Ornstein-Uhlenbeck process
0 references
Lévy-Itô decomposition
0 references
Wiener process
0 references
Girsanov's theorem
0 references
0 references
