Multivariate generalized Ornstein-Uhlenbeck processes (Q424483)
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scientific article; zbMATH DE number 6040291
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate generalized Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 6040291 |
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Multivariate generalized Ornstein-Uhlenbeck processes (English)
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1 June 2012
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generalized Ornstein
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Uhlenbeck process
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invariant subspace
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irreducible model
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Lévy process
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multiplicative Lévy process
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stochastic exponential
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