Embedding a stochastic difference equation into a continuous-time process
From MaRDI portal
Publication:1822836
DOI10.1016/0304-4149(89)90077-XzbMath0679.60066MaRDI QIDQ1822836
Rajeeva L. Karandikar, Laurens De Haan
Publication date: 1989
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
embedding; infinite divisibility; stochastic difference equation; process with stationary and independent increments; stationary initial distribution
60E07: Infinitely divisible distributions; stable distributions
60J25: Continuous-time Markov processes on general state spaces
60H99: Stochastic analysis
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