Journal article

ORNSTEIN-UHLENBECK TYPE PROCESSES WITH HEAVY DISTRIBUTION TAILS

K Borovkov, G Decrouez

Theory of Probability and its Applications | SIAM PUBLICATIONS | Published : 2013

Grants

Funding Acknowledgements

Received by the editors April 28, 2011. This work was supported by the ARC Centre of Excellence for Mathematics and Statistics of Complex Systems (MASCOS).