Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck processes and Brownian bridges
type: Item
instance of: scholarly article
title: Poissonian subordinators, the Wiener-Ornstein-Uhlenbeck field, and a relation between the Ornstein-Uhlenbeck processes and Brownian bridges
zbMATH Open document ID: 1290.60056
author: O. V. Rusakov
published in: Journal of Mathematical Sciences (New York)
publication date: 2014-06-20T00:00:00Z
Mathematics Subject Classification ID: 60G55
zbMATH DE Number: 6305667
MaRDI profile type: Publication
full work available at URL: s10958-011-0414-7
OpenAlex ID: W2094518941
cites work: Q5560061
cites work: Sums of independent Poisson subordinators and their connection with strictly \(\alpha \)-stable processes of Ornstein-Uhlenbeck type
cites work: An equilibrium characterization of the term structure
DOI: 10.1007/S10958-011-0414-7
description: scientific article; zbMATH DE number 6305667