Open AccessOrnstein - Uhlenbeck type processes with heavy distribution tails
Author(s) -
Konstantin Borovkov,
Konstantin Borovkov,
Geoffrey Decrouez
Publication year - 2012
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp4464
Subject(s) - ornstein–uhlenbeck process , distribution (mathematics) , type (biology) , mathematics , statistical physics , physics , statistics , stochastic process , mathematical analysis , biology , ecology