Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (Q297142)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes |
scientific article |
Statements
Characteristic function of time-inhomogeneous Lévy-driven Ornstein-Uhlenbeck processes (English)
0 references
24 June 2016
0 references
Ornstein-Uhlenbeck processes
0 references
Lévy processes
0 references
characteristic functions
0 references
compound Poisson processes
0 references
0 references
