Explicit representation of characteristic function of tempered α‐stable Ornstein–Uhlenbeck process
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Publication:6140809
DOI10.1002/mma.7813zbMath1529.60026OpenAlexW3204290841MaRDI QIDQ6140809
Publication date: 2 January 2024
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mma.7813
Lévy processescharacteristic functionOrnstein-Uhlenbeck processtempered fractional derivativetempered \(\alpha\)-stable process
Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) General theory of stochastic processes (60G07)
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