On stochastic processes associated with relativistic stable distributions
type: Item
instance of: scholarly article
title: On stochastic processes associated with relativistic stable distributions
zbMATH Open document ID: 1157.60046
author: Bronius Grigelionis
published in: Lithuanian Mathematical Journal
publication date: 2008-09-24T00:00:00Z
review text: The author considers relativistic \(\alpha\)-stable Lévy processes and proves some distributional properties, like its exact Lévy triplet. Then he constructs the corresponding Ornstein-Uhlenbeck process. Finally he characterizes relativistic \(\alpha\)-stable mixed processes via its transition function an and the local characteristic triplet.
Mathematics Subject Classification ID: 60G52
Mathematics Subject Classification ID: 60G10
Mathematics Subject Classification ID: 60G18
zbMATH DE Number: 5346531
zbMATH Keywords: Lévy process
zbMATH Keywords: mixed exponential process
zbMATH Keywords: Ornstein-Uhlenbeck type process
zbMATH Keywords: relativistic \(\alpha \)-stable distribution
zbMATH Keywords: relativistic Schrödinger operator
zbMATH Keywords: subordinated Gaussian Lévy process
zbMATH Keywords: Thorin subordinator
reviewed by: Michael Högele
MaRDI profile type: Publication
full work available at URL: s10986-008-0006-5
OpenAlex ID: W2053157461
cites work: Relativistic Schrödinger operators: Asymptotic behavior of the eigenfunctions
cites work: Mixed exponential processes
cites work: On subordinated multivariate Gaussian Lévy processes
cites work: Q3774629
cites work: Generalized 3G theorem and application to relativistic stable process on non-smooth open sets
cites work: Estimates of Green function for relativistic \(\alpha\)-stable process
cites work: Q3258587
DOI: 10.1007/S10986-008-0006-5
description: scientific article; zbMATH DE number 5346531