Kac-Ornstein-Uhlenbeck Processes: Stationary Distributions and Exponential Functionals
Author:
Funder
Russian Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
https://link.springer.com/content/pdf/10.1007/s11009-022-09956-z.pdf
Reference36 articles.
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3. Behme A, Sideris A (2022) Markov-modulated generalized ornstein-uhlenbeck processes and an application in risk theory. Bernoulli 28(2):1309–1339
4. Biagini F, Hu Y, Øksendal B, Zhang T (2008) Stochastic calculus for fractional brownian motion and applications. Springer-Verlag, London
5. Broadbridge Ph, Kolesnik AD, Leonenko N, Olenko A (2019) Random spherical hyperbolic diffusion. J Stat Phys 177:889–916
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