{
  "id": "1208.1611",
  "version": "v1",
  "published": "2012-08-08T08:34:13.000Z",
  "updated": "2012-08-08T08:34:13.000Z",
  "title": "COGARCH: Symbol, Generator and Characteristics",
  "authors": [
    "Alexander Schnurr"
  ],
  "comment": "12 pages; invited talk at the 8th international conference of ISAAC",
  "categories": [
    "math.PR"
  ],
  "abstract": "We describe the technique how to use the symbol in order to calculate the generator and the characteristics of an It\\^o process. As an example we analyze the COGARCH process which is used to model financial data.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2012-08-08T08:34:13.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J75",
      "60G51",
      "60J25"
    ],
    "keywords": [
      "characteristics",
      "model financial data",
      "cogarch process"
    ],
    "tags": [
      "conference paper"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 12,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1208.1611S"
    }
  }
}