On stable Markov processes (Q583723): Difference between revisions
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Revision as of 17:03, 10 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stable Markov processes |
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On stable Markov processes (English)
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1990
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Necessary conditions in terms of covariance functions and covariation functions for symmetric \(\alpha\)-stable processes to be Markov are given. They are applied to some special symmetric \(\alpha\)-stable processes, such as moving averages, time changed Lévy processes, etc.
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Markov and weakly Markov stable processes
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stable conditional distribution
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covariance functions
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moving averages
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time changed Lévy processes
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