The class of distributions of periodic Ornstein-Uhlenbeck processes driven by Lévy processes

DOI10.1007/s10959-004-2595-1zbMath1067.60014OpenAlexW1969984666MaRDI QIDQ1776122

Niranjan Chakravarthy

Publication date: 20 May 2005

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-004-2595-1

zbMATH Keywords

stationary distributionsselfdecomposable distributions

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15)

Related Items (2)

On Lévy Semistationary Processes with a Gamma Kernel ⋮ Conditioned point processes with application to Lévy bridges

Cites Work

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• Spectral representations of infinitely divisible processes
• Class L of multivariate distributions and its subclasses
• Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics
• Periodic Linear Differential Stochastic Processes
• Periodic Ornstein-Uhlenbeck processes driven by Lévy processes

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