Stationary Solutions of the Stochastic Differential Equation dVt =Vt -dUt +dLt with Levy Noise
Citation
Behme, A., Lindner, L., Maller, R 2011, 'Stationary solutions of the stochastic differential equation dVt =Vt -dUt +dLt with Levy noise', Stochastic Processes and their Applications, vol. 121, no. 1, pp. 91-108.Year
2011ANU Authors
Field of Research
- Stochastic Analysis And Modelling