2023•Methodology And Computing In Applied ProbabilityRequires access

Ornstein - Uhlenbeck Process Driven By $$\alpha$$-stable Process and Its Gamma Subordination

Janusz Gajda, Aleksandra Grzesiek, Agnieszka Wyłomańska

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Key concepts: Subordinator, Gamma process, Ornstein–Uhlenbeck process, Mathematics, Subordination (linguistics), Stable process, Process (computing), Brownian motion