Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes

Alexander Lindner, Ken-iti Sato

The infinite (in both directions) sequence of the distributions ${\mu }^{(k)}$ of the stochastic integrals ${\int }_0^{\infty -}{c}^{-N_{t-}^{(k)}}d{L}_t^{(k)}$ for integers $k$ is investigate…