Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (Q617912)
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scientific article; zbMATH DE number 5836578
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise |
scientific article; zbMATH DE number 5836578 |
Statements
Stationary solutions of the stochastic differential equation \(dV_t = V_t -dU_t + dL_t\) with Lévy noise (English)
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14 January 2011
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stochastic differential equation
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Lévy process
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generalized Ornstein-Uhlenbeck process
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stochastic exponential
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stationarity
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non-causal
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filtration expansion
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