In probability theory, a Cauchy process is a type of stochastic process. There are symmetric and asymmetric forms of the Cauchy process.[1] The unspecified term "Cauchy process" is often used to refer to the symmetric Cauchy process.[2]
^ abKovalenko, I.N.; et al. (1996). Models of Random Processes: A Handbook for Mathematicians and Engineers. CRC Press. pp. 210–211. ISBN9780849328701.
^Jacob, N. (2005). Pseudo Differential Operators & Markov Processes: Markov Processes And Applications, Volume 3. Imperial College Press. p. 135. ISBN9781860945687.
^Bertoin, J. (2001). "Some elements on Lévy processes". In Shanbhag, D.N. (ed.). Stochastic Processes: Theory and Methods. Gulf Professional Publishing. p. 122. ISBN9780444500144.