Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type

DOI10.1007/s10958-009-9447-6zbMath1189.60163OpenAlexW1963783584MaRDI QIDQ1037019

O. V. Rusakov

Publication date: 13 November 2009

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-009-9447-6

zbMATH Keywords

Markov processesOrnstein-Uhlenbeck type \(\alpha \)-stable processesprocesses of random indexsums of random processes

Mathematics Subject Classification ID

Stochastic processes (60G99) Stable stochastic processes (60G52) Markov processes (60J99)

Related Items (2)

Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process ⋮ Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck processes and Brownian bridges

Cites Work

• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• Superposition of Ornstein--Uhlenbeck Type Processes
• Unnamed Item

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