Pseudo-Poissonian processes with stochastic intensity and a class of processes generalizing the Ornstein–Uhlenbeck process

Author:

Rusakov O. V.

Publisher

Allerton Press

Subject

General Mathematics

Reference20 articles.

1. W. Feller, An Introduction to Probability Theory and Its Applications (Wiley, New York, 1971; Mir, Moscow, 1984), Vols. 1 and 2.

2. O. V. Rusakov, “Sums of independent Poisson subordinators and their connection with strictly α-stable processes of Ornstein–Uhlebeck type,” J. Math. Sci. 159, 350–357 (2009).

3. O. V. Rusakov, “Poissonian subordinators, the Wiener–Ornstein–Uhlenbeck field, and a relation between the Ornstein–Uhlenbeck processes and Brownian bridges,” J. Math. Sci. 176, 232–238 (2011).

4. O. V. Rusakov, “Tightness of the sums of independent identically distributed pseudo-poissonian processes in the Skorokhod space,” Zap. Nauch. Semin. POMI 442, 122–132 (2015).

5. P. Billingsley, Convergence of Probability Measures (Wiley, New York, 1968; Nauka, Moscow, 1977).

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