Tempering stable processes

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DOI10.1016/j.spa.2006.10.003zbMath1118.60037OpenAlexW1965967625MaRDI QIDQ885259

Jan Rosiński

Publication date: 8 June 2007

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2006.10.003

zbMATH Keywords

Lévy processes stable processes Ornstein-Uhlenbeck-type processes shot noise representations tempered stable distributions and processes

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Stable stochastic processes (60G52)

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