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Characteristic Function of Time-Inhomogeneous Lévy-Driven Ornstein-Uhlenbeck Processes

Bibliographic reference Vrins, Frédéric. Characteristic Function of Time-Inhomogeneous Lévy-Driven Ornstein-Uhlenbeck Processes. In: Statistics & Probability Letters, Vol. 116, no.2016, p. 55-61 (14/5/2016)
Permanent URL http://hdl.handle.net/2078.1/173975