Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes
Semi-Lévy processes, semi-selfsimilar additive processes, and semi-stationary Ornstein-Uhlenbeck type processes
The works of Wolfe [27], Jurek and Vervaat [6], Sato and Yamazato [20], [21], Sato [16], and Jeanblanc, Pitman, and Yor [4] combined show that the following three classes have one-one correspondence with each other — the class of selfsimilar additive processes, the class of stationary Ornstein-Uhlenbeck type processes, and …