Classes Lm and Ornstein–Uhlenbeck Type Processes

Author:

Rocha-Arteaga Alfonso,Sato Ken-iti

Publisher

Springer International Publishing

Reference52 articles.

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3. Barndorff-Nielsen, O. E. Barndorff-Nielsen, O.E. & Halgreen, C. Halgreen, C. (1977). Infinite divisibility of the hyperbolic and generalized inverse Gaussian distributions. Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete, 38, 309–311.

4. Barndorff-Nielsen, O. E. Barndorff-Nielsen, O.E. , Maejima, M., Maejima, M. & Sato, K. Sato, K. (2006). Some classes of infinitely divisible distributions admitting stochastic integral representations. Bernoulli, 12, 1–33.

5. Barndorff-Nielsen, O. E. Barndorff-Nielsen, O.E. , Rosiński, J., Rosiński, J. & Thorbjørnsen, S. Thorbjørnsen, S. (2008). General Υ transformations. ALEA Latin American Journal of Probability and Mathematical Statistics, 4, 131–165.

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