Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck processes and Brownian bridges

DOI10.1007/S10958-011-0414-7MaRDI QIDQ2016269zbMATH OpenOpenAlexFDO

Authors O. V. Rusakov

Publication date 20 June 2014

Published in Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10958-011-0414-7

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

• An equilibrium characterization of the term structure
• scientific article; zbMATH DE number 3274494 (Why is no real title available?)
• Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type

Cited in

(3)

• Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type
• Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process
• Examples of random fields that can be represented as space-domain scaled stationary Ornstein-Uhlenbeck fields

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