Superposition of Ornstein-Uhlenbeck type processes

Theory of Probability and its Applications

Volumn 45, Issue 2, 2001, Pages 175-194

  Barndorff Nielsen, O E ^a  

^a AARHUS UNIVERSITY   (Denmark)

Author keywords

Cumulative processes; L vy processes; Ornstein Uhlenbeck processes; Self similarity; Superpositions

Indexed keywords

EID: 0035649721     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97978166     Document Type: Article

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