On stochastic processes associated with relativistic stable distributions
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.
relativistic \(\alpha \)-stable distribution
scientific article; zbMATH DE number 5346531