Corrigendum to “Constructions of coupling processes for Lévy processes”
نویسندگان
چکیده
منابع مشابه
Dynamical approach to Lévy processes.
We derive the diffusion process generated by a correlated dichotomous fluctuating variable y starting from a Liouville-like equation by means of a projection procedure. This approach makes it possible to derive all statistical properties of the diffusion process from the correlation function of the dichotomous fluctuating variable Fy(t). Of special interest is that the distribution of the times...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2011
ISSN: 0304-4149
DOI: 10.1016/j.spa.2011.06.011