On the exponentials of fractional Ornstein-Uhlenbeck processes.
Matsui, Muneya ; Shieh, Narn-Rueih
Electronic Communications in Probability [electronic only], Tome 14 (2009), p. 594-611 / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
EUDML-ID : urn:eudml:doc:232107 
@article{05636595,
     title = {On the exponentials of fractional Ornstein-Uhlenbeck processes.},
     journal = {Electronic Communications in Probability [electronic only]},
     volume = {14},
     year = {2009},
     pages = {594-611},
     zbl = {1191.60048},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05636595}
}

Matsui, Muneya; Shieh, Narn-Rueih. On the exponentials of fractional Ornstein-Uhlenbeck processes.. Electronic Communications in Probability [electronic only], Tome 14 (2009) pp. 594-611. http://gdmltest.u-ga.fr/item/05636595/