Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (Q2956051)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion
scientific article

    Statements

    Weak Stationarity of Ornstein-Uhlenbeck Processes with Stochastic Speed of Mean Reversion (English)
    0 references
    0 references
    0 references
    16 January 2017
    0 references
    0 references
    Ornstein-Uhlenbeck processes
    0 references
    mean reversion
    0 references
    stationarity
    0 references
    0 references