Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes (Q2906155)
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scientific article; zbMATH DE number 6073424
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| English | Some classes of proper integrals and generalized Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6073424 |
Statements
Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes (English)
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29 August 2012
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stochastic integrals
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Levy processes
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generalized Ornstein-Uhlenbeck process
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Wold-Karhunen representation
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0.8068251013755798
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0.7992340922355652
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0.7889308333396912
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0.7681517601013184
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