Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck processes and Brownian bridges

DOI10.1007/S10958-011-0414-7zbMath1290.60056OpenAlexW2094518941MaRDI QIDQ2016269

O. V. Rusakov

Publication date: 20 June 2014

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

Full work available at URL: https://doi.org/10.1007/s10958-011-0414-7

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (1)

Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein-Uhlenbeck process

Cites Work

• Unnamed Item
• Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type
• An equilibrium characterization of the term structure

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