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scientific article; zbMATH DE number 6308155
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scientific article; zbMATH DE number 6308155

    Statements

    author
    Makoto Maejima
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    Yohei Ueda
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    publication date
    24 June 2014
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    zbMATH Keywords
    selfdecomposable distribution
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    stationary Ornstein-Uhlenbeck-type process
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    Langevin equation
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    Lamperti transformation
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    \(\alpha\)-selfdecomposable distribution
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    mild Ornstein-Uhlenbeck-type process
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    Langevin-type equation
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    Lamperti-type transformation
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    Identifiers

    Mathematics Subject Classification ID
    60E07
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    60G51
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    60G18
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    zbMATH DE Number
    6308155
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