On stochastic processes associated with relativistic stable distributions (Q946801)
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scientific article; zbMATH DE number 5346531
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| English | On stochastic processes associated with relativistic stable distributions |
scientific article; zbMATH DE number 5346531 |
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On stochastic processes associated with relativistic stable distributions (English)
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24 September 2008
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The author considers relativistic \(\alpha\)-stable Lévy processes and proves some distributional properties, like its exact Lévy triplet. Then he constructs the corresponding Ornstein-Uhlenbeck process. Finally he characterizes relativistic \(\alpha\)-stable mixed processes via its transition function an and the local characteristic triplet.
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Lévy process
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mixed exponential process
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Ornstein-Uhlenbeck type process
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relativistic \(\alpha \)-stable distribution
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relativistic Schrödinger operator
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subordinated Gaussian Lévy process
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Thorin subordinator
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0.8025518655776978
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0.7775683999061584
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0.7565740346908569
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0.7559194564819336
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0.7545075416564941
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