Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes (Q2906155)
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scientific article; zbMATH DE number 6073424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes |
scientific article; zbMATH DE number 6073424 |
Statements
Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes (English)
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29 August 2012
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stochastic integrals
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Levy processes
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generalized Ornstein-Uhlenbeck process
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Wold-Karhunen representation
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