Multivariate generalized Ornstein-Uhlenbeck processes
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Publication:424483
DOI10.1016/j.spa.2012.01.002zbMath1244.60050OpenAlexW2049718354MaRDI QIDQ424483
Anita Behme, Alexander M. Lindner
Publication date: 1 June 2012
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2012.01.002
invariant subspaceLévy processgeneralized Ornsteinirreducible modelmultiplicative Lévy processstochastic exponentialUhlenbeck process
Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10)
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Cites Work
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