论文标题
关于$ p $ tempered $α$稳定的OU-Processes的过渡法律
On the Transition Laws of $p$-Tempered $α$-Stable OU-Processes
论文作者
论文摘要
我们为Ornstein-uhlenbeck-type的$ p $ themed $α$稳定过程的过渡定律提供了明确的表示形式，并使用它来开发一种仿真方法。我们的结果适用于单变量和多元案例。特别注意$ P \leα$的情况，这更复杂，需要额外的护理。
We derive an explicit representation for the transition law of a $p$-tempered $α$-stable process of Ornstein-Uhlenbeck-type and use it to develop a methodology for simulation. Our results apply in both the univariate and multivariate cases. Special attention is given to the case where $p\leα$, which is more complicated and requires additional care.
