Estimates of the even moments of certain stochastic integrals with respect to the Poisson measure of the Ornstein-Uhlenbeck jump process (Q2896624)
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scientific article; zbMATH DE number 6056379
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimates of the even moments of certain stochastic integrals with respect to the Poisson measure of the Ornstein-Uhlenbeck jump process |
scientific article; zbMATH DE number 6056379 |
Statements
16 July 2012
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Ornstein-Uhlenbeck process
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compound Poisson process
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stochastic integral
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moment estimate
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Estimates of the even moments of certain stochastic integrals with respect to the Poisson measure of the Ornstein-Uhlenbeck jump process (English)
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0.8323999047279358
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0.7877112030982971
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