On the exponential process associated with a CARMA-type process

ISSN： 1744-2508

Source： Stochastics: An International Journal of Probability and Stochastic Processes, Vol.85, Iss.5, 2013-10, pp. : 743-762

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Double barrier option under regime-switching exponential mean-reverting process

By Eloe P. Liu R. H. Sun J. Y.

International Journal of Computer Mathematics, Vol. 86, Iss. 6, 2009-06 ,pp. : 964-981

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian estimation of an AR(1) process with exponential white noise

By Mohamed Ibazizen Hocine Fellag

Statistics, Vol. 37, Iss. 5, 2004-09 ,pp. : 365-372

Taylor & Francis Ltd

Access to resources Recommend Favorite

An Erdős type convergence process in weighted interpolation. II

By Szili L Vértesi P.

Acta Mathematica Hungarica, Vol. 98, Iss. 1-2, 2003-01 ,pp. : 129-162

Springer Publishing Company

Access to resources Recommend Favorite

Stochastic integral with respect to a semi-Markov process of diffusion type

By Harlamov B.

Journal of Mathematical Sciences, Vol. 139, Iss. 3, 2006-12 ,pp. : 6643-6656

Springer Publishing Company

Access to resources Recommend Favorite

Experimental investigation of a new type of interfacial instability in a reactive coextrusion process

POLYMER ENGINEERING & SCIENCE, Vol. 32-3888, Iss. 11, 2015-11 ,pp. : 2542-2552

John Wiley & Sons Inc

Access to resources Recommend Favorite