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Fractional Ornstein-Uhlenbeck processes

Published:2003-01-01 Issue:none Volume:8 Page:
ISSN:1083-6489
Container-title:Electronic Journal of Probability
language:
Short-container-title:Electron. J. Probab.

Author:

Cheridito Patrick¹,Kawaguchi Hideyuki²,Maejima Makoto³

Affiliation:

1. ETH Zurich

2. Keio University and Sumitomo Mitsui Banking Corporation

3. Keio University

Publisher

Institute of Mathematical Statistics

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://projecteuclid.org/download/pdf_1/euclid.ejp/1464037576

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