The local time of the Markov processes of Ornstein–Uhlenbeck type
Year of publication: |
2012
|
---|---|
Authors: | Tong, Changqing ; Lin, Zhengyan ; Zheng, Jing |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 7, p. 1229-1234
|
Publisher: |
Elsevier |
Subject: | Local time | Markov process of Ornstein–Uhlenbeck type | Lévy process |
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