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Well-balanced Lévy driven Ornstein–Uhlenbeck processes - MaRDI portal

Well-balanced Lévy driven Ornstein–Uhlenbeck processes (Q3107438)

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Well-balanced Lévy driven Ornstein–Uhlenbeck processes
scientific article

    Statements

    title
    Well-balanced Lévy driven Ornstein–Uhlenbeck processes (English)
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    publication date
    23 December 2011
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    zbMATH Keywords
    semimartingale
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    Ornstein-Uhlenbeck process
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    Lévy process
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    infinitely divisible distribution
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    autocorrelation
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    financial modelling
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    Identifiers

    Mathematics Subject Classification ID
    60E10
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    60E07
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    91G80
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    zbMATH DE Number
    5991571
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    OpenAlex ID
    W2951195559
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    arXiv ID
    1012.0691
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