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scientific article; zbMATH DE number 6308155 - MaRDI portal

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zbMath1294.60025MaRDI QIDQ4981681

Yohei Ueda, Makoto Maejima

Publication date: 24 June 2014

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Langevin equation Lamperti transformation selfdecomposable distribution Lamperti-type transformation Langevin-type equation \(\alpha\)-selfdecomposable distribution mild Ornstein-Uhlenbeck-type process stationary Ornstein-Uhlenbeck-type process

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Self-similar stochastic processes (60G18)

Related Items (1)

An integral representation of dilatively stable processes with independent increments

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