Kac-Ornstein-Uhlenbeck processes: stationary distributions and exponential functionals

DOI10.1007/s11009-022-09956-zzbMath1506.60087OpenAlexW4226486544WikidataQ115603554 ScholiaQ115603554MaRDI QIDQ2684938

Publication date: 17 February 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-022-09956-z

zbMATH Keywords

Ornstein-Uhlenbeck process exponential functional asymmetric telegraph process invariant distribution Kac's scaling

Mathematics Subject Classification ID

Special processes (60K99) Martingales with continuous parameter (60G44) Transition functions, generators and resolvents (60J35) Jump processes on general state spaces (60J76)

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