Stationary processes of ornstein-uhlenbeck type
作者： Ken-iti Sato , Makoto Yamazato
DOI: 10.1007/BFB0072949
关键词: Mathematics 、 Ornstein–Uhlenbeck process 、 Markov process 、 Stationary process 、 Characteristic function (probability theory) 、 Statistical physics 、 Stochastic process 、 Type (model theory) 、 Canonical form
摘要:
springer.com
sci-hub.se 参考文章(7)
K. Urbanik, Lévy's probability measures on Euclidean spaces Studia Mathematica. ,vol. 44, pp. 119- 148 ,(1972) , 10.4064/SM-44-2-119-148
Takeyuki Hida, Canonical representations of Gaussian processes and their applications Memoirs of the College of Science, University of Kyoto. Series A: Mathematics. ,vol. 33, pp. 109- 155 ,(1960) , 10.1215/KJM/1250776062
Zbigniew J Jurek, Limit distributions and one-parameter groups of linear operators on Banach spaces Journal of Multivariate Analysis. ,vol. 13, pp. 578- 604 ,(1983) , 10.1016/0047-259X(83)90042-8
Stephen James Wolfe, On a continuous analogue of the stochastic difference equation Xn=ρXn-1+Bn Stochastic Processes and their Applications. ,vol. 12, pp. 301- 312 ,(1982) , 10.1016/0304-4149(82)90050-3
Zbigniew J. Jurek, Wim Vervaat, An integral representation for selfdecomposable banach space valued random variables Probability Theory and Related Fields. ,vol. 62, pp. 247- 262 ,(1983) , 10.1007/BF00538800
Ken-iti Sato, Class L of multivariate distributions and its subclasses Journal of Multivariate Analysis. ,vol. 10, pp. 207- 232 ,(1980) , 10.1016/0047-259X(80)90014-7
Ken-iti Sato, Makoto Yamazato, Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type Stochastic Processes and their Applications. ,vol. 17, pp. 73- 100 ,(1984) , 10.1016/0304-4149(84)90312-0