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Coupling of Wiener processes by using copulas - MaRDI portal

Coupling of Wiener processes by using copulas (Q2637369)

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scientific article
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English
Coupling of Wiener processes by using copulas
scientific article

    Statements

    title
    Coupling of Wiener processes by using copulas (English)
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    author
    Piotr Jaworski
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    Marcin Krzywda
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    publication date
    11 February 2014
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    zbMATH Keywords
    copula
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    Ito diffusion
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    stochastic differential equation
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    self-similar processes
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    Identifiers

    Mathematics Subject Classification ID
    60G18
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    60E05
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    60J60
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    60H15
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    62H05
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    zbMATH DE Number
    6256828
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    OpenAlex ID
    W2091433126
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