On the Exponentials of Fractional Ornstein-Uhlenbeck Processes

Resource

Electronic Journal of Probability,14(23),594-611.

Journal

Electronic Journal of Probability

Pages

594-611

Date Issued

2009-02

Date

2009-02

Author(s)

Matsui, Muneya

Shieh, Narn-Rueih

DOI

URI

SDGs

[SDGs]SDG10

Type

journal article

File(s)

Name

On the exponentials of fractional Ornstein-Uhlenbeck Processes.pdf

Size

23.85 KB

Format

Adobe PDF

Checksum

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