Brown and Levy Steady-State Motions
This paper introduces and explores a novel class of Brown and Levy steady-state motions. These motions generalize, respectively, the Ornstein-Uhlenbeck process (OUP) and the Levy-driven OUP. As the OUP and the Levy-driven OUP: the motions are Markov; their dynamics are Langevin; and their steady-sta...
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-06-01
|
| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/27/6/643 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|