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\(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes - MaRDI portal

\(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (Q608213)

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\(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes
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    \(\alpha \)-selfdecomposable distributions and related Ornstein-Uhlenbeck type processes (English)
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    25 November 2010
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    infinitely divisible distribution
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    Lévy process
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    selfdecomposable distribution
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    stochastic integral representation
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    Langevin type equation
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    Ornstein-Uhlenbeck type process
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