Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Large jumps of \(q\)-Ornstein-Uhlenbeck processes - MaRDI portal

Large jumps of \(q\)-Ornstein-Uhlenbeck processes (Q312098)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Large jumps of \(q\)-Ornstein-Uhlenbeck processes
scientific article

    Statements

    title
    Large jumps of \(q\)-Ornstein-Uhlenbeck processes (English)
    0 references
    author
    Yizao Wang
    0 references
    publication date
    13 September 2016
    0 references
    Mathematics Subject Classification ID
    60J60
    0 references
    60G17
    0 references
    60F05
    0 references
    60G70
    0 references
    zbMATH DE Number
    6627072
    0 references
    zbMATH Keywords
    \(q\)-Ornstein-Uhlenbeck processes
    0 references
    sample paths
    0 references
    Markov processes
    0 references
    double-sum method
    0 references
    Poisson limit theorem
    0 references
    mixing condition
    0 references
    extreme value theory
    0 references
    OpenAlex ID
    W2963894177
    0 references
    arXiv ID
    1603.09685
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q312098&oldid=36273567"
    Powered by MediaWiki