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Please use this identifier to cite or link to this item: http://ir.futminna.edu.ng:8080/jspui/handle/123456789/17044
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dc.contributor.authorUdoye, Adaobi M.-
dc.contributor.authorYakubu, Yisa-
dc.contributor.authorAdeyefa, Emmanuel O.-
dc.contributor.authorEgbaji, Eka O.-
dc.contributor.authorAkinola, Lukman S.-
dc.date.accessioned2023-01-12T10:35:59Z-
dc.date.available2023-01-12T10:35:59Z-
dc.date.issued2021-
dc.identifier.citationUdoye A. M, Yakubu Y., Adeyefa E. O., Ogbaji E. O., and Akinola L. S. (2021). "Ornstein -Uhlenbeck Operator for Correlated Random Variables", IAENG International Journal of Computer Science, 48:4, IJCS_48_4_10en_US
dc.identifier.urihttp://repository.futminna.edu.ng:8080/jspui/handle/123456789/17044-
dc.description.abstractWe investigate Ornstein-Uhlenbeck operator which serves as an important tool with application in many fields, including sensitivity analysis involving Levy processes using ´ Malliavin calculus. Some processes with multivariate random variables have feature of correlation among the random variables. Hence, there is need to obtain the Ornstein-Uhlenbeck operator for such phenomenon. This paper was therefore designed to derive the Ornstein-Uhlenbeck operator for correlated multivariate random variables.en_US
dc.language.isoenen_US
dc.publisherIAENG International Journal of Computer Scienceen_US
dc.relation.ispartofseriesIJCS_48_4_10;-
dc.subjectGaussian random variables, Skorohod integral, Ornstein-Uhlenbeck operatoren_US
dc.titleOrnstein-Uhlenbeck Operator for Correlated Random Variablesen_US
dc.typeArticleen_US
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