
Superposition of Ornstein - Uhlenbeck type processes
Author(s) -
Ole E. Barndorff–Nielsen,
Ole E. Barndorff–Nielsen
Publication year - 2000
Publication title -
teoriâ veroâtnostej i ee primeneniâ
Language(s) - English
Resource type - Journals
eISSN - 2305-3151
pISSN - 0040-361X
DOI - 10.4213/tvp464
Subject(s) - ornstein–uhlenbeck process , superposition principle , type (biology) , mathematics , mathematical analysis , statistics , stochastic process , geology , paleontology