✦ LIBER ✦
092018 (M11, B90) Exponential and scale mixtures and equilibrium distributions : Ole Hesselager, Wang S., Willmot G., Laboratory of Actuarial Mathematics, University of Copenhagen, Working Paper No. 139, 1996
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 182 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0167-6687
No coin nor oath required. For personal study only.
✦ Synopsis
In particular X(t) is the fractional Brownian motion, a nonlinearly scaled Brownian motion or some stationary integrated Gaussian processes. The results are from the joint work with K. Debicki and Z. Michna.