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COGARCH: Symbol, Generator and Characteristics - MaRDI portal

COGARCH: Symbol, Generator and Characteristics (Q5500298)

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scientific article; zbMATH DE number 6470864
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English
COGARCH: Symbol, Generator and Characteristics
scientific article; zbMATH DE number 6470864

    Statements

    author
    Alexander Schnurr
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    publication date
    5 August 2015
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    zbMATH Keywords
    COGARCH process
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    symbol
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    generator
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    Itō process
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    arXiv classification
    math.PR
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    Identifiers

    Mathematics Subject Classification ID
    60J25
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    60J75
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    60G51
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    60H10
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    60J35
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    zbMATH DE Number
    6470864
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    arXiv ID
    1208.1611
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