Long-memory stable Ornstein-Uhlenbeck processes.

Maejima, 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 -