On a continuous analogue of the stochastic difference equation Xn=ρXn-1+Bn

This publication has 10 references indexed in Scilit:

• On a stochastic difference equation and a representation of non–negative infinitely divisible random variables
  Advances in Applied Probability, 1979
• Unimodality of Infinitely Divisible Distribution Functions of Class $L$
  The Annals of Probability, 1978
• On the Continuity of the Distribution of a Sum of Dependent Variables Connected with Independent Walks on Lines
  Theory of Probability and Its Applications, 1974
• On the Continuity Properties of $L$ Functions
  The Annals of Mathematical Statistics, 1971
• On the Unimodality of $L$ Functions
  The Annals of Mathematical Statistics, 1971
• A characterization of stable processes
  Journal of Applied Probability, 1969
• Lipschitz Behavior and Integrability of Characteristic Functions
  The Annals of Mathematical Statistics, 1967
• A condition for absolute continuity of infinitely divisible distribution functions
  Probability Theory and Related Fields, 1963
• Absolute continuity of infinitely divisible distributions
  Pacific Journal of Mathematics, 1962
• On a Stochastic Approximation Method
  The Annals of Mathematical Statistics, 1954