Abstract
We discuss solutions of equation μ = S t μ*μ t and study their structure. The relationship with Ornstein-Uhlenbeck processes will also be considered.
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Xu*, F. (2009). On the equation μ = S t μ * μ t . In: Donati-Martin, C., Émery, M., Rouault, A., Stricker, C. (eds) Séminaire de Probabilités XLII. Lecture Notes in Mathematics(), vol 1979. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-01763-6_4
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DOI: https://doi.org/10.1007/978-3-642-01763-6_4
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