Simulation of supOU processes with specified marginal distribution and correlation function.

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Bibliographic Details
Title: Simulation of supOU processes with specified marginal distribution and correlation function.
Authors: Leonenko, Nikolai N.1 leonenkon@cardiff.ac.uk, Pepelyshev, Andrey1 pepelyshevan@cardiff.ac.uk
Source: Modern Stochastics: Theory & Applications. Mar2026, Vol. 13 Issue 2, p225-254. 30p.
Database: Mathematics Source
Description
ISSN:23516046
DOI:10.15559/25-VMSTA291