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The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes (Q2823398)

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scientific article; zbMATH DE number 6634231
Language Label Description Also known as
English
The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 6634231

    Statements

    author
    Xiangli Zhang
    0 references
    Hong Qiu
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    Ziping Du
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    Lidong Zhang
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    publication date
    6 October 2016
    0 references
    zbMATH Keywords
    Vasicek-Ornstein-Uhlenbeck process
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    Laplace transform
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    iterative linear differential equations
    0 references
    title
    The probabilistic properties of Vasicek-Ornstein-Uhlenbeck processes (English)
    0 references

    Identifiers

    zbMATH DE Number
    6634231
    0 references
     
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