Ornstein–Uhlenbeck–Cauchy process

DOI10.1063/1.1290054zbMath1056.82009arXivchao-dyn/9910028OpenAlexW2036658802MaRDI QIDQ2738222

Piotr Garbaczewski, Robert Olkiewicz

Publication date: 30 August 2001

Published in: Journal of Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/chao-dyn/9910028

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stable stochastic processes (60G52)

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