Random integral representation of operator-semi-self-similar processes with independent incre\-ments.

DOI10.1016/j.spa.2003.10.003zbMath1075.60029OpenAlexW2067380315MaRDI QIDQ2574630

Peter Becker-Kern

Publication date: 29 November 2005

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

Full work available at URL: https://doi.org/10.1016/j.spa.2003.10.003

zbMATH Keywords

generalized Ornstein-Uhlenbeck processsemi-stable hemigroupperiodic stationaritybackground driving processoperator Lévy bridge

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Self-similar stochastic processes (60G18)

Related Items

An integral representation of dilatively stable processes with independent increments, The dichotomy of recurrence and transience of semi-Lévy processes, Parameter estimation of selfsimilarity exponents, α-Wiener Bridges: Singularity of Induced Measures and Sample Path Properties, Operator semi-self-similar processes and their space-scaling matrices, Mehler semigroups, Ornstein-Uhlenbeck processes and background driving Lévy processes on locally compact groups and on hypergroups

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