Ergodic aspects of some Ornstein-Uhlenbeck type processes related to Lévy processes

DOI10.1016/J.SPA.2018.05.007zbMath1488.60077arXiv1706.08421OpenAlexW2963514355MaRDI QIDQ2419978

Jean Bertoin

Publication date: 4 June 2019

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1706.08421

zbMATH Keywords

stationarityLévy processexponential functionalDarling-Kac theoremself-similar Markov processOrnstein-Uhlenbeck type process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stationary stochastic processes (60G10) Self-similar stochastic processes (60G18) Dynamical systems involving one-parameter continuous families of measure-preserving transformations (37A10)

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Cites Work

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