Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise |
scientific article |
Statements
Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (English)
0 references
14 January 2011
0 references
stochastic differential equation
0 references
Lévy process
0 references
generalized Ornstein-Uhlenbeck process
0 references
stochastic exponential
0 references
stationarity
0 references
non-causal
0 references
filtration expansion
0 references
0 references
