An integral representation of dilatively stable processes with independent increments

DOI10.1016/j.spa.2016.06.006zbMath1353.60049arXiv1603.03569OpenAlexW2293172790MaRDI QIDQ347477

T. Bhatti, Peter Becker-Kern

Publication date: 30 November 2016

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

Full work available at URL: https://arxiv.org/abs/1603.03569

zbMATH Keywords

Ornstein-Uhlenbeck processadditive processinfinite divisibilityLamperti transformdilative stabilityquasi-selfsimilar processrandom integral representationtime-stable processtranslative stability

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Self-similar stochastic processes (60G18) Stable stochastic processes (60G52)

Cites Work

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