# Long-memory stable Ornstein-Uhlenbeck processes.

Maejima, Makoto; Yamamoto, Kenji

Electronic Journal of Probability [electronic only] (2003)

- Volume: 8, page Paper No. 19, 18 p., electronic only-Paper No. 19, 18 p., electronic only
- ISSN: 1083-589X

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topMaejima, Makoto, and Yamamoto, Kenji. "Long-memory stable Ornstein-Uhlenbeck processes.." Electronic Journal of Probability [electronic only] 8 (2003): Paper No. 19, 18 p., electronic only-Paper No. 19, 18 p., electronic only. <http://eudml.org/doc/126004>.

@article{Maejima2003,

author = {Maejima, Makoto, Yamamoto, Kenji},

journal = {Electronic Journal of Probability [electronic only]},

keywords = {dependent increments; fractional Brownian motion; independent increments; Levy process; Langevin equation; linear fractional stable motion; stationary process; stochastic differential equation with additive noise},

language = {eng},

pages = {Paper No. 19, 18 p., electronic only-Paper No. 19, 18 p., electronic only},

publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},

title = {Long-memory stable Ornstein-Uhlenbeck processes.},

url = {http://eudml.org/doc/126004},

volume = {8},

year = {2003},

}

TY - JOUR

AU - Maejima, Makoto

AU - Yamamoto, Kenji

TI - Long-memory stable Ornstein-Uhlenbeck processes.

JO - Electronic Journal of Probability [electronic only]

PY - 2003

PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham

VL - 8

SP - Paper No. 19, 18 p., electronic only

EP - Paper No. 19, 18 p., electronic only

LA - eng

KW - dependent increments; fractional Brownian motion; independent increments; Levy process; Langevin equation; linear fractional stable motion; stationary process; stochastic differential equation with additive noise

UR - http://eudml.org/doc/126004

ER -

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