A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
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- A stochastic integral in storage theory
- On a continuous analogue of the stochastic difference equation \(X_ n\) = rho X//(n-1) + \(B_ n\).
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
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- Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
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- Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
- Criteria for ergodicity of Lévy type operators in dimension one
- Criteria of strong transience for operator-self-similar Markov processes
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- Ergodicity of Lévy-type processes
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- On the hitting times of continuous-state branching processes with immigration
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- Recurrence-transience criteria for storage processes
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