Generalised Ornstein-Uhlenbeck processes and the convergence of L�vy integrals

Citation

Erickson, K & Maller, R 2005, 'Generalised Ornstein-Uhlenbeck processes and the convergence of Levy integrals', in J-M Morel, F Takens, B Teissier (ed.), Seminaire de Probabilites XXXVIII, Springer, Germany, pp. 70-94.

Year

2005

ANU Authors

Field of Research

  • Applied Statistics

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