Tempering stable processes

Author:

Rosiński Jan

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference22 articles.

1. Handbook of Mathematical Functions, With Formulas, Graphs, and Mathematical Tables;Abramowitz,1974

2. Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations;Barndorff-Nielsen;Bernoulli,2006

3. Non-Gaussian Ornstein–Uhlenbeck-based models and some of their uses in financial economics;Barndorff-Nielsen;J. Roy. Statist. Soc. Ser. B,2001

4. Normal modified stable processes;Barndorff-Nielsen;Theory Probab. Math. Statist.,2002

5. Generalized gamma convolutions and related classes of distributions and densities;Bondesson,1992

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