Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836)
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scientific article; zbMATH DE number 7706922
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| English | Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination |
scientific article; zbMATH DE number 7706922 |
Statements
Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (English)
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4 July 2023
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Ornstein-Uhlenbeck process
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\(\alpha\)-stable processes
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gamma subordinator
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0.8055939078330994
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0.7703530192375183
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0.7696714401245117
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0.7679821252822876
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0.7639710307121277
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