On stable Markov processes (Q583723): Difference between revisions
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| Property / review text | |||
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. | |||
| Property / review text: 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. / rank | |||
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| Property / reviewed by | |||
| Property / reviewed by: Min-ping Qian / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60J25 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 60G10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 4133250 / rank | |||
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| Property / zbMATH Keywords | |||
Markov and weakly Markov stable processes | |||
| Property / zbMATH Keywords: Markov and weakly Markov stable processes / rank | |||
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| Property / zbMATH Keywords | |||
stable conditional distribution | |||
| Property / zbMATH Keywords: stable conditional distribution / rank | |||
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| Property / zbMATH Keywords | |||
covariance functions | |||
| Property / zbMATH Keywords: covariance functions / rank | |||
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| Property / zbMATH Keywords | |||
moving averages | |||
| Property / zbMATH Keywords: moving averages / rank | |||
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| Property / zbMATH Keywords | |||
time changed Lévy processes | |||
| Property / zbMATH Keywords: time changed Lévy processes / rank | |||
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Revision as of 18:25, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On stable Markov processes |
scientific article |
Statements
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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