Markov-modulated Ornstein-Uhlenbeck processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Huang, Gang, Jansen, Marijn, Mandjes, Michel, Spreij, Peter, De Turck, Koen
Format:	Preprint
Published:	2014
Subjects:	Probability 60F05, 60F17
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/1412.7952