Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type

DOI10.1016/0304-4149(84)90312-0zbMath0533.60021OpenAlexW2061416793MaRDI QIDQ789804

Makoto Yamazato, Ken-iti Sato

Publication date: 1984

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

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90312-0

zbMATH Keywords

infinitely divisible distributionOL distributionoperator- selfdecomposable distributionprocess of Ornstein-Uhlenbeck type

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Continuous-time Markov processes on general state spaces (60J25)

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