Tempered stable processes have emerged as a crucial class of stochastic models, blending the heavy‐tail characteristics of stable laws with an exponential dampening mechanism that ensures finite ...
The aim of this paper is to characterize the one-dimensional stochastic differential equations, for which the eigenfunctions of the infinitesimal generator are polynomials in y. Affine transformations ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results