|
|||||
|
|
Generalized z-Distributions and Related Stochastic Processes |
|
| Authors: | B Grigelionis |
| Institution: | (1) Institute of Mathematics and Informatics, Akademijos 4;, Vilnius University, Naugarduko 24, 2600 Vilnius, Lithuania |
| Abstract: | The class of generalized z–distributions is defined and their properties are investigated. Ornstein–Uhlenbeck–type and self–similar generalized z–processes are constructed and described. Esscher transforms of the generalized z–processes and the mixed generalized z–processes are characterized. Finally, construction and some properties of generalized z–diffusions are also discussed. |
| Keywords: | $z$– distributions Meixner distributions Ornstein– Uhlenbeck– type process Esscher transform mixed exponential process self– decomposability self– similarity ergodic diffusion |
| 本文献已被 SpringerLink 等数据库收录！ | |