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Stationary solutions of the stochastic differential equation dVt=Vt−dUt+dLt with Lévy noise

Author:

Behme Anita,Lindner Alexander,Maller Ross

Funder

NTH-grant

ARC grant

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference19 articles.

2. On continuity properties of the law of integrals of Lévy processes;Bertoin,2008

4. Generalised Ornstein–Uhlenbeck processes and the convergence of Lévy integrals;Erickson,2005

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