| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10525834 | Statistics & Probability Letters | 2013 | 7 Pages |
Abstract
We study two-dimensional self-similar Ito diffusions (X,Y) whose margins are Wiener processes. We characterize the copulas of the random pairs (Xt,Yt) for a given t.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Piotr Jaworski, Marcin Krzywda,