STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME

DOI10.1017/S0266466602181060zbMath1017.60079OpenAlexW1908337342MaRDI QIDQ4807284

João Nicolau

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466602181060

zbMATH Keywords

diffusion processstationary processbounded random walk

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60)

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