Periodic Ornstein-Uhlenbeck processes driven by Lévy processes
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Publication:4804730
DOI10.1239/jap/1037816016zbMath1023.60041OpenAlexW2086280413MaRDI QIDQ4804730
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Publication date: 28 September 2003
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1037816016
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Stochastic integrals (60H05)
Related Items (7)
On some Gaussian Bernstein processes in and the periodic Ornstein–Uhlenbeck process ⋮ Normal convergence using Malliavin calculus with applications and examples ⋮ The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes ⋮ Free Ornstein--Uhlenbeck processes ⋮ On Bernstein processes generated by hierarchies of linear parabolic systems in \(\mathbb{R}^d\) ⋮ Conditioned point processes with application to Lévy bridges ⋮ Random integral representation of operator-semi-self-similar processes with independent incre\-ments.
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