图在广义Ornstein-Uhlenbeck过程中的应用
概率论
2013-12-03 v2
摘要
我们考虑广义Ornstein-Uhlenbeck方程∂_t X = -m X_t + η。本文构造了Lévy噪声η。广义Ornstein-Uhlenbeck过程X_t将由一种特殊类型的图表示，这种图称为具有两种叶子的有根树。
引用
@article{arxiv.1002.0744,
title = {Applications of the graphs to the Generalized Ornstein-Uhlenbeck process},
author = {Boubaker Smii},
journal= {arXiv preprint arXiv:1002.0744},
year = {2013}
}
备注
This paper has been withdrawn by the author due to a crucial sign error in equation7