Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlen\-beck type processes
DOI10.1215/KJM/1250283698zbMATH Open1066.60050OpenAlexW1559556578MaRDI QIDQ1890296FDOQ1890296
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
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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
- Operator semi-self-similar processes and their space-scaling matrices
- 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
- Parameter estimation of selfsimilarity exponents
- Selfsimilar free additive processes and freely selfdecomposable distributions
- Iterated stochastic integrals and random velocity fluctuations
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