SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes · Study

ArticleShelves

ArticleOn the absolute continuity of multidimensional Ornstein-Uhlenbeck processes

Marc Simon Thomas2010

OA

Articlebronze2010

On the absolute continuity of multidimensional Ornstein-Uhlenbeck processes

Marc Simon Thomas

16 citations·0/0 files stored·Probability Theory and Related Fields

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stochastic processes and financial applications Probability and Statistical Research Stochastic processes and statistical mechanics

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 16 citations exist upstream.

References

2001Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics 2006Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations 2008Densities for Ornstein-Uhlenbeck processes with jumps 2006On the absolute continuity of Lévy processes with drift 2009Conditions for the existence and smoothness of the distribution density of the Ornstein–Uhlenbeck process with Lévy noise 2006Stochastic calculus of variations for general Lévy processes and its applications to jump-type SDE's with non-degenerated drift

Details

Year2010

Typearticle

Published2010-04-27

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations16

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1007/s00440-010-0296-5

openalex_workW2088573233

Links

Imported from OpenAlex (CC0) — nothing here is generated.