Rosiński measures for tempered stable and related Ornstein-Uhlenbeck processes. (English) Zbl 1134.60014
Multidimensional tempered stable distributions and related Ornstein-Uhlenbeck type processes are studied in detail.
Reviewer: Nikolai N. Leonenko (Cardiff)
MSC:
| 60E07 | Infinitely divisible distributions; stable distributions |
| 60G60 | Random fields |
| 60E10 | Characteristic functions; other transforms |
| 60G10 | Stationary stochastic processes |
| 60H05 | Stochastic integrals |
