How to verify that a given process is a Lévy-Driven Ornstein-Uhlenbeck Process

Fuente: arXiv

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Bibliographic Details
Main Authors:	Abdelrazeq, Ibrahim, Smith, Hardy, Zhanbyrshy, Dinmukhammed
Format:	Preprint
Published:	2025
Subjects:	Applications Statistical Finance 60, 62
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.03434