scientific article; zbMATH DE number 16138

MaRDI QIDQ3972786zbMATH OpenFDO

Authors V. S. Mandrekar, Brian Thelen

Publication date 26 June 1992

zbMATH Keywords

\(n\)-ple Markov processesGoursat representationstochastic differential equations with stationary symmetric \(\alpha\)-stable inputsymmetric stable processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Gaussian processes (60G15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes (60J99)

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• SS M(t)-processes and their canonical representations
• On the notion of multiple Markov S\(\alpha\)S processes
• On discrete-time stable multiple Markov processes
• Multiplicative stochastic processes involving the time derivative of a Markov process
• On the determinism of the distributions of multiple Markov non-Gaussian symmetric stable processes
• On stable Markov processes
• -congruence for Markov processes

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