Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle
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Publication:2339101
DOI10.1016/j.aml.2013.04.009zbMath1308.60094OpenAlexW2023036714MaRDI QIDQ2339101
Publication date: 30 March 2015
Published in: Applied Mathematics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.aml.2013.04.009
Ornstein-Uhlenbeck processCauchy processtransition probability densityOrnstein-Uhlenbeck-Cauchy process
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Cites Work
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- Spherical Ornstein-Uhlenbeck processes
- Gaussian random fields, infinite dimensional Ornstein-Uhlenbeck processes, and symmetric Markov processes
- The Brownian movement and stochastic equations
- Ornstein–Uhlenbeck–Cauchy process
- Stochastic Problems in Physics and Astronomy
- On the Theory of the Brownian Motion II
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