Ornstein–Uhlenbeck process, Cauchy process, and...

Applied Mathematics Letters 2013 / 9 Vol. 26; Iss. 9

Ornstein–Uhlenbeck process, Cauchy process, and Ornstein–Uhlenbeck–Cauchy process on a circle

Liu, Cheng-Shi
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Volume:
26
Language:
english
Journal:
Applied Mathematics Letters
DOI:
10.1016/j.aml.2013.04.009
Date:
September, 2013
File:
PDF, 361 KB
english, 2013
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