Applications of the graphs to the Generalized Ornstein-Uhlenbeck process

preprint2013arXivOpen access

Abstract

We consider the generalized Ornstein- Uhlenbeck equation ∂tX=−mXt+η\partial_t X=-m X_t+η. In this paper We construct the Lévy noise ηη. The generalized Ornstein- Uhlenbeck process XtX_t will be represented by a special types of graphs called rooted trees with two types of leaves.

Explore this paper’s authors, topics and related work.

Building this map preview

BZPEER is loading the nearby papers, people, topics and institutions for this page.

Reviews 0

Write a reviewWrite

No reviews yet.

Discussion 0

Add a commentWrite

No comments yet.