Fractional Lévy-driven Ornstein–Uhlenbeck processes and stochastic differential equations
Fink, Holger, Klüppelberg, ClaudiaVolume:
17
Language:
english
Journal:
Bernoulli
DOI:
10.3150/10-BEJ281
Date:
February, 2011
File:
PDF, 300 KB
english, 2011