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A new formula for some linear stochastic equations with applications
Offer Kella
*
, Marc Yor
*
Corresponding author for this work
Department of Statistics
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peer-review
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Scopus citations
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Keyphrases
Nondecreasing
100%
Stationary Increments
100%
Lvy Processes
100%
Bounded Variation
100%
Process Growth
100%
Ornstein-Uhlenbeck Process
100%
Additive Increase multiplicative Decrease
100%
Linear Stochastic Differential Equations
100%
Semimartingale
100%
Adapted Process
100%
Shot Noise Process
100%
Clearing Method
100%
Finite Interval
100%
Linear Equations
100%
Growth Collapses
100%
Mathematics
Stochastics
100%
Multiplicative
100%
Lvy Process
100%
Stationary Increment
100%
Bounded Variation
100%
Finite Interval
100%
Linear Equation
100%
Adapted Process
100%
Ornstein Uhlenbeck Process
100%
Stochastic Equation
100%
Shot Noise Process
100%