Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938)
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English | Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals |
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Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (English)
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17 February 2023
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Ornstein-Uhlenbeck process
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asymmetric telegraph process
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invariant distribution
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exponential functional
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Kac's scaling
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