کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1156862 1489931 2010 27 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
αα-selfdecomposable distributions and related Ornstein–Uhlenbeck type processes
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
αα-selfdecomposable distributions and related Ornstein–Uhlenbeck type processes
چکیده انگلیسی

The concept of selfdecomposability has been generalized to that of αα-selfdecomposability, α∈Rα∈R, by many authors. We first mention the existing results on the class of αα-selfdecomposable distributions and investigate the remaining problems. We give complete characterizations by stochastic integrals with respect to Lévy processes for the case 1≤α<21≤α<2. The main topic of this paper is Langevin type equations and the corresponding Ornstein–Uhlenbeck type processes related to αα-selfdecomposable distributions.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 120, Issue 12, December 2010, Pages 2363–2389
نویسندگان
, ,