搜索结果: 1-2 共查到“统计调查分析理论 Levy processes”相关记录2条 . 查询时间(0.046 秒)
Some properties of exponential integrals of Levy processes and examples
Generalized Ornstein-Uhlenbeck process L!aev process selfdecomposability
2009/4/23
The improper stochastic integral $Z=int_0^{infty-}exp(-X_{s-})dY_s$ is studied, where ${ (X_t ,Y_t) , t ges 0 }$ is a L'evy process on $R ^{1+d}$ with ${X_t }$ and ${Y_t }$ being $R$-valued and $R ^d$...
A short proof of the Hausdorff dimension formula for Levy processes
Levy processes Hausdor dimension range
2009/4/22
A different but very short proof of a recent result of Khoshnevisan.