Markov processes generated by generalized convolutions
From MaRDI portal
Convolution as an integral transform (44A35) Probability measures on groups or semigroups, Fourier transforms, factorization (60B15) Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Continuous-time Markov processes on general state spaces (60J25)
Cites work
- A Kingman convolution approach to Bessel processes
- Absolute continuity of stable seminorms
- Classes of measures closed under mixing and convolution. Weak stability
- Classical definitions of the Poisson process do not coincide in the case of generalized convolutions
- Every symmetric weakly-stable random vector is pseudo-isotropic
- Generalized convolutions
- Generalized convolutions II
- Generalized convolutions III
- Generalized convolutions IV
- Generalized independent increments processes
- scientific article; zbMATH DE number 3905536 (Why is no real title available?)
- scientific article; zbMATH DE number 3986266 (Why is no real title available?)
- scientific article; zbMATH DE number 3569481 (Why is no real title available?)
- scientific article; zbMATH DE number 934077 (Why is no real title available?)
- scientific article; zbMATH DE number 3107995 (Why is no real title available?)
- Kendall random walk, Williamson transform, and the corresponding Wiener-Hopf factorization
- Kendall random walks
- Limit property for regular and Weak Generalized Convolution
- Lévy process with substable increments via generalized convolution
- Lévy processes and stochastic integrals in the sense of generalized convolutions
- On a theorem of Kłosowska about generalised convolutions
- On analytical properties of generalized convolutions
- On the connections between weakly stable and pseudo-isotropic distributions
- Potential analysis of stable processes and its extensions. With some of the papers based on the presentations at the workshop on stochastic and harmonic analysis of processes with jumps, Angers, France, May 2--9, 2006.
- Random walks with spherical symmetry
- Renewal theory for extremal Markov sequences of Kendall type
- Stability problems for stochastic models. Proceedings of the 9th International Seminar held in Varna, Bulgaria, May 13-19, 1985
- The Urbanik generalized convolutions in the non-commutative probability and a forgotten method of constructing generalized convolution
- Weak Lévy-Khintchine representation for weak infinite divisibility
- Weak stability and generalized weak convolution for random vectors and stochastic processes
This page was built for publication: Markov processes generated by generalized convolutions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7302563)