Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes

DOI10.1215/KJM/1250283698MaRDI QIDQ1890296zbMATH OpenOpenAlexFDO

Authors M. Maejima, Ken-Iti Sato

Publication date 29 December 2004

Published in Journal of Mathematics of Kyoto University (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1215/kjm/1250283698

zbMATH Keywords

stationary processself-similar processLevy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18)

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Cited in

(16)

• Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations
• Selfdecomposability and semi-selfdecomposability in subordination of cone-parameter convolution semigroups
• Fractional integrals and extensions of selfdecomposability
• A characterization of subclasses of semi-selfdecomposable distributions by stochastic integral representations
• Infinite divisibility for stochastic processes and time change
• Stochastic complex integrals associated with homogeneous independently scattered random measures on the line
• Escape rates for multidimensional shift self-similar additive sequences
• Stochastic integral characterizations of semi-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
• An integral representation of dilatively stable processes with independent increments
• \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
• The dichotomy of recurrence and transience of semi-Lévy processes
• Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups
• Operator semi-self-similar processes and their space-scaling matrices
• Parameter estimation of selfsimilarity exponents
• Selfsimilar free additive processes and freely selfdecomposable distributions
• Iterated stochastic integrals and random velocity fluctuations

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