Sökning: "Ornstein-Uhlenbeck position process"
Hittade 1 avhandling innehållade orden Ornstein-Uhlenbeck position process.
1. Nelson-type Limits for α-Stable Lévy Processes
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
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