Quasi Ornstein-Uhlenbeck processes
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Publication:638762
DOI10.3150/10-BEJ311zbMath1233.60020arXiv0912.3091MaRDI QIDQ638762
Ole Eiler Barndorff-Nielsen, Andreas Basse-O'Connor
Publication date: 14 September 2011
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0912.3091
Langevin equations; stationary processes; fractional Ornstein-Uhlenbeck processes; Fubini theorem for Lévy bases
60G51: Processes with independent increments; Lévy processes
60G22: Fractional processes, including fractional Brownian motion
60G10: Stationary stochastic processes
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