Multivariate generalized Ornstein-Uhlenbeck processes (Q424483)
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scientific article; zbMATH DE number 6040291
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate generalized Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6040291 |
Statements
Multivariate generalized Ornstein-Uhlenbeck processes (English)
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1 June 2012
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generalized Ornstein
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Uhlenbeck process
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invariant subspace
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irreducible model
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Lévy process
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multiplicative Lévy process
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stochastic exponential
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0.844660222530365
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0.8405364155769348
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0.8108353614807129
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0.7964045405387878
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0.7903920412063599
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