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Limit theorems for reflected Ornstein-Uhlenbeck processes - MaRDI portal

Limit theorems for reflected Ornstein-Uhlenbeck processes (Q6240783)

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scientific article; zbMATH DE number 900159486
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English
Limit theorems for reflected Ornstein-Uhlenbeck processes
scientific article; zbMATH DE number 900159486

    Statements

    publication date
    1 April 2013
    0 references
    arXiv classification
    math.PR
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    author
    Gang Huang
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    M. R. H. Mandjes
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    Peter Spreij
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    Identifiers

    arXiv ID
    1304.0332
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    Mathematics Subject Classification ID
    60F05
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    60F10
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    90B22
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    DOI
    10.1111/stan.12021
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