Quasi Ornstein-Uhlenbeck processes

DOI10.3150/10-BEJ311zbMath1233.60020arXiv0912.3091OpenAlexW2134041674MaRDI QIDQ638762

Andreas Basse-O'Connor, Ole Eiler Barndorff-Nielsen

Publication date: 14 September 2011

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0912.3091

zbMATH Keywords

Langevin equationsstationary processesfractional Ornstein-Uhlenbeck processesFubini theorem for Lévy bases

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10)

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