The following pages link to References (Q4913200):
Displaying 16 items.
- Ornstein-Uhlenbeck equations with time-dependent coefficients and Lévy noise in finite and infinite dimensions (Q409209) (← links)
- Infinite dimensional Ornstein-Uhlenbeck processes driven by Lévy processes (Q491376) (← links)
- Edgeworth expansion for the integrated Lévy driven Ornstein-Uhlenbeck process (Q743070) (← links)
- Simulation of Lévy-driven Ornstein-Uhlenbeck processes with given marginal distribution (Q961440) (← links)
- Low-frequency estimation of continuous-time moving average Lévy processes (Q1740513) (← links)
- The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes (Q1776122) (← links)
- Cut-off phenomenon for Ornstein-Uhlenbeck processes driven by Lévy processes (Q2184573) (← links)
- Law equivalence of Ornstein-Uhlenbeck processes driven by a Lévy process (Q2322931) (← links)
- Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes (Q2346360) (← links)
- On Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes (Q2446700) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- A GENERAL ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODEL WITH LÉVY JUMPS (Q2953304) (← links)
- Well-balanced Lévy driven Ornstein–Uhlenbeck processes (Q3107438) (← links)
- Jump-Diffusion Models Driven by Lévy Processes (Q3112454) (← links)
- Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes (Q5095827) (← links)
- Selfsimilar diffusions (Q5877424) (← links)
