Gamma-related Ornstein–Uhlenbeck processes and their simulation* (Q5065235)
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scientific article; zbMATH DE number 7493312
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| English | Gamma-related Ornstein–Uhlenbeck processes and their simulation* |
scientific article; zbMATH DE number 7493312 |
Statements
Gamma-related Ornstein–Uhlenbeck processes and their simulation* (English)
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18 March 2022
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Lévy-driven Ornstein-Uhlenbeck processes
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compound Poisson
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simulations
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