The multivariate fractional Ornstein-Uhlenbeck process

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dugo, Ranieri, Giorgio, Giacomo, Pigato, Paolo
Format:	Preprint
Published:	2024
Subjects:	Probability Methodology Primary 60G15, 62M09, secondary: 60G22, 62F12, 60F05
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2408.03051