Gamma-related Ornstein–Uhlenbeck processes and their simulation*
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Publication:5065235
DOI10.1080/00949655.2020.1842408OpenAlexW3106805530MaRDI QIDQ5065235
Nicola Cufaro Petroni, Piergiacomo Sabino
Publication date: 18 March 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2003.08810
Related Items (8)
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