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Stationary jump and diffusion processes for planar directions obtained by wrapping - MaRDI portal

Stationary jump and diffusion processes for planar directions obtained by wrapping (Q6541298)

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scientific article; zbMATH DE number 7850866
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English
Stationary jump and diffusion processes for planar directions obtained by wrapping
scientific article; zbMATH DE number 7850866

    Statements

    Stationary jump and diffusion processes for planar directions obtained by wrapping (English)
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    17 May 2024
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    autocovariance function
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    \(\alpha\)-stable process
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    compound Poisson processes
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    Fourier series
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    jump-diffusion process
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    random telegraph signal
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    trigonometric moment
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