Tempering stable processes

Stochastic Processes and their Applications

Volumn 117, Issue 6, 2007, Pages 677-707

  Rosiński, Jan ^a  

^a UNIVERSITY OF TENNESSEE   (United States)

Author keywords

L vy processes; Ornstein Uhlenbeck type processes; Shot noise representations; Stable processes; Tempered stable distributions and processes

Indexed keywords

BROWNIAN MOVEMENT; COMPUTER SIMULATION; MULTIVARIABLE CONTROL SYSTEMS; PARAMETERIZATION; PROBABILISTIC LOGICS; ROBUSTNESS (CONTROL SYSTEMS);

LEVY PROCESSES; ORNSTEIN-UHLENBECK-TYPE PROCESSES; SHOT NOISE REPRESENTATIONS; STABLE PROCESSES; TEMPERED STABLE DISTRIBUTIONS;

SYSTEM STABILITY;

EID: 34247641640     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spa.2006.10.003     Document Type: Article

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