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Regularity of Ornstein–Uhlenbeck Processes Driven by a Lévy White Noise · Study

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ArticleRegularity of Ornstein–Uhlenbeck Processes Driven by a Lévy White Noise

Unknown author2009

OA

Articlegreen2009

Regularity of Ornstein–Uhlenbeck Processes Driven by a Lévy White Noise

Unknown author

45 citations·0/0 files stored·Potential Analysis

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Stochastic processes and financial applications Stochastic processes and statistical mechanics Fractional Differential Equations Solutions

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2007Stochastic Partial Differential Equations with Levy Noise 2005Stochastic Partial Differential Equations and Applications - VII 1987On processes of ornstein-uhlenbeck type in hilbert space 2008Maximal regularity for stochastic convolutions driven by Lévy processes

Cited by

2021A weak solution theory for stochastic Volterra equations of convolution type 2010Time irregularity of generalized Ornstein–Uhlenbeck processes 2015Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processes 2011A Note on time regularity of generalized Ornstein–Uhlenbeck processes with cylindrical stable noise 2012Time regularity of solutions to linear equations with Lévy noise in infinite dimensions

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2008REGULARITY OF ORNSTEIN-UHLENBECK PROCESSES DRIVEN BY A LÉVY WHITE NOISEpreprint · 4 shared references 2010Mean reversion for HJMM forward rate modelsarticle · 2 shared references 2015Ornstein-Uhlenbeck Processes Driven by Cylindrical Lévy Processesarticle · 2 shared references 2007Existence of Lévy term structure modelsarticle · 1 shared reference 2012Multilevel Monte Carlo method for parabolic stochastic partial differential equationsarticle · 1 shared reference 2016Moderate deviation principles for stochastic differential equations with jumpsarticle · 1 shared reference

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Year2009

Typearticle

Published2009-09-03

VenuePotential Analysis

ISSN-L0926-2601

Languageen

Citations45

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/s11118-009-9149-1

openalex_workW2034465757

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