Poisson Process Driven Stochastic Differential Equations for bivariate heavy tailed distributions

Shan Lu, Gennady Samorodnitsky, Weibo Gong, Bo Jiang, Jieqi Kang, Don Towsley. Poisson Process Driven Stochastic Differential Equations for bivariate heavy tailed distributions. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 2977-2982, IEEE, 2016. [doi]

Abstract

Abstract is missing.