On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process

Bernoulli

Volumn 10, Issue 1, 2004, Pages 97-120

  Masuda, Hiroki ^a  

^a UNIVERSITY OF TOKYO   (Japan)

Author keywords

Mixing bound; Multidimensional generalized hyperbolic distribution; Operator self decomposability; Ornstein Uhlenbeck process driven by a L vy process

Indexed keywords

EID: 18244374693     PISSN: 13507265     EISSN: None     Source Type: Journal    
DOI: 10.3150/bj/1077544605     Document Type: Article

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