EMBEDDING A STOCHASTIC DIFFERENCE EQUATION INTO A CONTINUOUS-TIME PROCESS

[1] Breiman L., 1968, PROBABILITY

[2] EMERY M, 1978, Z WAHRSCHEINLICHKEIT, V41, P241, DOI 10.1007/BF00534242

[3] JACOD J, 1979, LECTURE NOTES MATH, V714

[4] KARANDIKAR RL, 1983, STOCHASTIC PROCESS A, V15, P203

[5] RAMACHANDRAN B, 1969, SANKHYA SER A, V31, P1

[6] STOCHASTIC DIFFERENCE EQUATION AND A REPRESENTATION OF NONNEGATIVE INFINITELY DIVISIBLE RANDOM-VARIABLES [J]. ADVANCES IN APPLIED PROBABILITY, 1979, 11 (04) : 750 - 783

[7] Wolfe S.J, 1982, STOCH PROC APPL, V12, P301

[8] Yor M., 1979, STOCHASTICS, V3, P1

[9] Zabczyk J., 1983, B POLISH ACAD SCI MA, V31, P197

[10] [No title captured]

[1] Breiman L., 1968, PROBABILITY

[2] EMERY M, 1978, Z WAHRSCHEINLICHKEIT, V41, P241, DOI 10.1007/BF00534242

[3] JACOD J, 1979, LECTURE NOTES MATH, V714

[4] KARANDIKAR RL, 1983, STOCHASTIC PROCESS A, V15, P203

[5] RAMACHANDRAN B, 1969, SANKHYA SER A, V31, P1

[6] STOCHASTIC DIFFERENCE EQUATION AND A REPRESENTATION OF NONNEGATIVE INFINITELY DIVISIBLE RANDOM-VARIABLES [J]. ADVANCES IN APPLIED PROBABILITY, 1979, 11 (04) : 750 - 783

[7] Wolfe S.J, 1982, STOCH PROC APPL, V12, P301

[8] Yor M., 1979, STOCHASTICS, V3, P1

[9] Zabczyk J., 1983, B POLISH ACAD SCI MA, V31, P197

[10] [No title captured]