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Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals - MaRDI portal

Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (Q2684938)

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Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals
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    Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals (English)
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    17 February 2023
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    Ornstein-Uhlenbeck process
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    asymmetric telegraph process
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    invariant distribution
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    exponential functional
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    Kac's scaling
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