On copulas of self-similar Ito processes
type: Item
instance of: scholarly article
title: On copulas of self-similar Ito processes
zbMATH Open document ID: 1476.62094
author: Piotr Jaworski
author: Marcin Krzywda
published in: Dependence Modeling
publication date: 2022-01-03T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60G18
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 7451614
zbMATH Keywords: copula
zbMATH Keywords: Ito diffusion
zbMATH Keywords: stochastic differential equations
zbMATH Keywords: self-similar processes
zbMATH Keywords: elliptic partial differential equations
MaRDI profile type: Publication
full work available at URL: demo-2021-0112
OpenAlex ID: W3207385445
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DOI: 10.1515/DEMO-2021-0112
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description: scientific article; zbMATH DE number 7451614