45 citations · 152 across the 64 of their papers we have counts for
7 papers · 2 filters
Dilatively stable stochastic processes and aggregate similarity
Matyas Barczy, Peter Kern, Gyula Pap
Dilatively stable processes generalize the class of infinitely divisible self-similar processes. We reformulate and extend the definition of dilative stability introduced by Iglói…
Gauss-Markov processes as space-time scaled stationary Ornstein-Uhlenbeck processes
Matyas Barczy, Peter Kern
We present a class of Gauss-Markov processes which can be represented as space-time scaled stationary Ornstein-Uhlenbeck processes defined on the real line. We give several explici…
On convergence properties of infinitesimal generators of scaled multi-type CBI processes
Matyas Barczy, Gyula Pap
It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the cor…
Asymptotic behavior of critical irreducible multi-type continuous state and continuous time branching processes with immigration
Matyas Barczy, Gyula Pap
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immig…
Moment formulas for multi-type continuous state and continuous time branching processes with immigration
Matyas Barczy, Zenghu Li, Gyula Pap
Recursions for moments of multi-type continuous state and continuous time branching process with immigration are derived. It turns out that the -th (mixed) moments and the -t…
A link between Bougerol's identity and a formula due to Donati-Martin, Matsumoto and Yor
Matyas Barczy, Peter Kern
We point out an easy link between two striking identities on exponential functionals of the Wiener process and the Wiener bridge originated by Bougerol, and Donati-Martin, Matsumot…