Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution |
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Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (English)
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30 March 2010
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Ornstein-Uhlenbeck processes
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Lévy processes
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