Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes (Q3106294)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes |
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Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes (English)
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20 December 2011
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Decomposable distribution
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generalized Ornstein-Uhlenbeck process
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infinite divisibility
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Levy process, symmetrization of distribution
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