The local time of the Markov processes of Ornstein-Uhlenbeck type
DOI10.1016/J.SPL.2012.03.003zbMATH Open1248.60094OpenAlexW2086126546MaRDI QIDQ449373FDOQ449373
Authors: Jing Zheng, Changqing Tong, Zhengyan Lin 
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.003
Recommendations
[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=L%EF%BF%BD%EF%BF%BDvy+process&go=Go L��vy process]local timeMarkov process of Ornstein-Uhlenbeck type
Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Local time and additive functionals (60J55)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Occupation densities
- First exit times of SDEs driven by stable Lévy processes
- Title not available (Why is that?)
- On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process
- Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type
- A recurrence criterion for Markov processes of Ornstein-Uhlenbeck type
- Sato's conjecture on recurrence conditions for multidimensional processes of Ornstein-Uhlenbeck type
- Local Times and Sample Function Properties of Stationary Gaussian Processes
Cited In (6)
- Explicit formula for the density of local times of Markov jump processes
- On exit times of Levy-driven Ornstein-Uhlenbeck processes
- Local time of an Ornstein–Uhlenbeck particle
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the remarkable Lamperti representation of the inverse local time of a radial Ornstein-Uhlenbeck process
This page was built for publication: The local time of the Markov processes of Ornstein-Uhlenbeck type
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q449373)
