Open Access$q$-Wiener and $(\alpha, q)$-Ornstein - Uhlenbeck processes. A generalization of known processes
Author(s) -
Paweł J. Szabłowski
Publication year - 2011
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4421
Subject(s) - ornstein–uhlenbeck process , generalization , alpha (finance) , mathematics , stochastic process , mathematical analysis , statistics , construct validity , psychometrics