On the Exponentials of Fractional Ornstein-Uhlenbeck Processes

Matsui, MuneyaMuneyaMatsuiShieh, Narn-RueihNarn-RueihShieh2010-10-152018-06-282010-10-152018-06-282009-02http://ntur.lib.ntu.edu.tw//handle/246246/216303en-US[SDGs]SDG10On the Exponentials of Fractional Ornstein-Uhlenbeck Processesjournal article10.1214/EJP.v14-628http://ntur.lib.ntu.edu.tw/bitstream/246246/216303/1/On the exponentials of fractional Ornstein-Uhlenbeck Processes.pdf