Sökning: "Ornstein-Uhlenbeck position process"

Hittade 1 avhandling innehållade orden Ornstein-Uhlenbeck position process.

1. 1. Nelson-type Limits for α-Stable Lévy Processes

   Författare :Haidar Al-Talibi; Astrid Hilbert; Francesco Russo; Linnéuniversitetet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Ornstein-Uhlenbeck position process; α-stable Lévy noise; scaling limits; time change; stochastic Newton equations; Mathematical statistics; Matematisk statistik; Applied mathematics; Tillämpad matematik; Mathematics; Matematik;

   Sammanfattning : Brownian motion has met growing interest in mathematics, physics and particularly in finance since it was introduced in the beginning of the twentieth century. Stochastic processes generalizing Brownian motion have influenced many research fields theoretically and practically. LÄS MER