Embedding a stochastic difference equation into a continuous-time process

L. de Haan and R. L. Karandikar

Stochastic Processes and their Applications, 1989, vol. 32, issue 2, 225-235

Abstract: A concept of divisibility is introduced for stochastic difference equations. Infinite divisibility then leads to a continuous time process in which a nested sequence of divisible stochastic difference equations can be embedded.

Keywords: Stochastic; difference; equation; divisibility; infinite; divisibility; embedding; continuous; time (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (7)

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