Liu, Cheng-Shi Ornstein-Uhlenbeck process, Cauchy process, and Ornstein-Uhlenbeck-Cauchy process on a circle. (English) Zbl 1308.60094 Appl. Math. Lett. 26, No. 9, 957-962 (2013). MSC: 60J60 PDF BibTeX XML Cite \textit{C.-S. Liu}, Appl. Math. Lett. 26, No. 9, 957--962 (2013; Zbl 1308.60094) Full Text: DOI
Csáki, E.; Csörgő, M.; Lin, Z. Y.; Révész, P. On infinite series of independent Ornstein-Uhlenbeck processes. (English) Zbl 0745.60036 Stochastic Processes Appl. 39, No. 1, 25-44 (1991). Reviewer: A.Plikusas (Vilnius) MSC: 60G17 60G15 60F15 60G10 PDF BibTeX XML Cite \textit{E. Csáki} et al., Stochastic Processes Appl. 39, No. 1, 25--44 (1991; Zbl 0745.60036) Full Text: DOI