The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes

zbMATH Open1363.60109MaRDI QIDQ2823398FDOQ2823398

Hong Qiu, Xiangli Zhang, Lidong Zhang, Ziping Du

Publication date: 6 October 2016

Published in: Acta Scientiarum Naturalium Universitatis Nankaiensis (Search for Journal in Brave)

zbMATH Keywords

Laplace transformiterative linear differential equationsVasicek-Ornstein-Uhlenbeck process

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of stochastic analysis (to PDEs, etc.) (60H30)

Cited In (1)

• Volterra-type Ornstein-Uhlenbeck processes in space and time

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