\(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213)
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English | \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes |
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\(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (English)
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25 November 2010
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infinitely divisible distribution
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Lévy process
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selfdecomposable distribution
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stochastic integral representation
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Langevin type equation
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Ornstein-Uhlenbeck type process
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