Generalized \(z\)-distributions and related stochastic processes
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Publication:1873217
DOI10.1023/A:1012806529251zbMath1016.60016MaRDI QIDQ1873217
Publication date: 19 May 2003
Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1012806529251
self-similarity; self-decomposability; Esscher transform; Ornstein-Uhlenbeck-type process; ergodic diffusion; mixed exponential process; Meixner distributions; \(z\)-distributions
60G51: Processes with independent increments; Lévy processes
60E05: Probability distributions: general theory
60J60: Diffusion processes
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