The following pages link to (Q3694394):
Displaying 9 items.
- Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912) (← links)
- Self-similar processes with independent increments associated with Lévy and Bessel processes. (Q1766032) (← links)
- Embedding a stochastic difference equation into a continuous-time process (Q1822836) (← links)
- On stationary solutions of delay differential equations driven by a Lévy process. (Q1877511) (← links)
- Markov-modulated generalized Ornstein-Uhlenbeck processes and an application in risk theory (Q2137021) (← links)
- Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes (Q2448716) (← links)
- CGMM LASSO-type estimator for the process of Ornstein-Uhlenbeck type (Q2633976) (← links)
- (Q3324921) (← links)
- (Q4999841) (← links)
