Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes
Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes
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DOI：
10.1215/kjm/1250283698
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发表时间：
2003
影响因子：
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通讯作者：
M. Maejima;Ken-iti Sato
中科院分区：
文献类型：
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作者：
M. Maejima;Ken-iti Sato
Wolfe[27]，Jurek和Verva[6]，Sato和Yamazato[20]，[21]，Sato[16]，Jeanblc，Pitman和Yor[4]的工作结合在一起，证明了以下三类相互一一对应：自相似加性过程类，平稳Ornstein-Uhlenbeck型过程类，齐次独立散布随机过程类
The works of Wolfe [27], Jurek and Vervaat [6], Sato and Yamazato [20], [21], Sato [16], and Jeanblanc, Pitman, and Yor [4] combined show that the following three classes have one-one correspondence with each other — the class of selfsimilar additive processes, the class of stationary Ornstein-Uhlenbeck type processes, and the class of homogeneous independently scattered random