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Multivariate subordination of stable processes

2018. No. 1802.02876.
Panov V., Samarin E.
Priority areas: mathematics
Language: English
Full text
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Keywords: случайная замена времениLevy copulatime-changed Levy processкопула Левиstable processesустойчивый процессmultivariate subordinationмногомерная субординация
Publication based on the results of:
Вероятностные и статистические методы анализа сложных моделей, задаваемых стохастическими дифференциальными и разностными уравнениями (2018)
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