Superposition of Ornstein--Uhlenbeck Type Processes
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Publication:2752947
DOI10.1137/S0040585X97978166zbMath1003.60039OpenAlexW1973380699WikidataQ105387335 ScholiaQ105387335MaRDI QIDQ2752947
Publication date: 22 October 2001
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0040585x97978166
Stationary stochastic processes (60G10) Diffusion processes (60J60) Random measures (60G57) Self-similar stochastic processes (60G18)
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