Oscillating processes with independent increments and nondegenerate Wiener component |
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Authors: | D V Gusak |
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Institution: | (1) Institute of Mathematics, Academy of Sciences of the Ukrainian SSR, Kiev |
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Abstract: | For an oscillating process z(t) ( z(0)=2,t 0), which is defined with the help of two homogeneous processes 1(t) and 2(t) with independent increments and nondegemerate Wiener components, under certain restrictions we establish a relation of the form and find the characteristic function of the ergodic distribution of the process considered.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 42, No. 10, pp. 1415–1421, October, 1990. |
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