Compound Poisson processes, as modified by Ornstein-Uhlenbeck processes
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Publication:4095640
DOI10.1080/03461238.1975.10405101zbMath0329.60046MaRDI QIDQ4095640
Publication date: 1975
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1975.10405101
60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)
60J35: Transition functions, generators and resolvents
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