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Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process - MaRDI portal

Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process (Q2402583)

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Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process
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    Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process (English)
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    20 September 2017
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    pseudo-Poissonian processes
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    stability
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    random intensity
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    Laplace transform of distributions
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    processes of the Ornstein-Uhlenbeck type
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