Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes
type: Item
instance of: scholarly article
title: Some Classes of Proper Integrals and Generalized Ornstein–Uhlenbeck Processes
zbMATH Open document ID: 1255.60083
DOI: 10.1007/978-3-642-27461-9_3
published in: Lecture Notes in Mathematics
publication date: 2012-08-29T00:00:00Z
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60H20
zbMATH DE Number: 6073424
zbMATH Keywords: stochastic integrals
zbMATH Keywords: Levy processes
zbMATH Keywords: generalized Ornstein-Uhlenbeck process
zbMATH Keywords: Wold-Karhunen representation
MaRDI profile type: Publication
full work available at URL: 978-3-642-27461-9 3
OpenAlex ID: W15756584
author: Andreas Basse-O'Connor
author: Svend-Erik Graversen
author: Jan Pedersen
description: scientific article; zbMATH DE number 6073424