7 citations · 37 across the 20 of their papers we have counts for
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Dilatively semistable stochastic processes
Peter Kern, Lina Wedrich
Dilative semistability extends the notion of semi-selfsimilarity for infinitely divisible stochastic processes by introducing an additional scaling in the convolution exponent. It…
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…
On some compound distributions with Borel summands
Helmut Finner, Peter Kern, Marsel Scheer
The generalized Poisson distribution is well known to be a compound Poisson distribution with Borel summands. As a generalization we present closed formulas for compound Bartlett a…
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…
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…