Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process

Vatiwutipong, P.; Phewchean, N.

doi:10.1186/s13662-019-2214-1

Advances in Continuous and Discrete Models

Theory and Modern Applications

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Last updated: Tue, 21 May 2024 16:13:00 Z

Alternative way to derive the distribution of the multivariate Ornstein–Uhlenbeck process

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