Generalised liouville processes and their properties

DOI10.1017/jpr.2020.61zbMath1457.60117arXiv2003.11312OpenAlexW3106849815MaRDI QIDQ5139919

Levent Ali Mengütürk, Edward Hoyle

Publication date: 11 December 2020

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2003.11312

zbMATH Keywords

Markov processLévy processLévy bridgemultivariate Liouville distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25) Stochastic integrals (60H05)

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