Data Analysis Using a Coupled System of Ornstein–Uhlenbeck Equations Driven by Lévy Processes

In this work, we have analyzed data sets from various fields using a coupled Ornstein–Uhlenbeck (OU) system of equations driven by Lévy processes. The Ornstein–Uhlenbeck model is well known for its ability to capture stochastic behaviors when used as a predictive model. There’s empirical evidence sh...

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Bibliografski detalji

Glavni autori:	Maria C. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2022-04-01
Serija:	Axioms
Teme:	Ornstein–Uhlenbeck equation background driving Lévy process gamma process inverse Gaussian process coupled system sample paths
Online pristup:	https://www.mdpi.com/2075-1680/11/4/160
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