Pages that link to "Item:Q6164836"
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The following pages link to Ornstein-Uhlenbeck process driven by \(\alpha\)-stable process and its gamma subordination (Q6164836):
Displaying 5 items.
- \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213) (← links)
- Ornstein-Uhlenbeck processes for geophysical data analysis (Q1782641) (← links)
- Calibration for multivariate Lévy-driven Ornstein-Uhlenbeck processes with applications to weak subordination (Q2144199) (← links)
- On Harnack inequality for \(\alpha\)-stable Ornstein-Uhlenbeck processes (Q2471029) (← links)
- OU models based on positive and negative subordinate processes applying in SHIBOR time series analysis and derivative pricing – through discrete differential method (Q5205895) (← links)