Usage of Processes with Continuous Time in the Study of Stochastic Recurrent Sequences / Goldaeva A.A. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2010. № 6. P. 13-18 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 233-237].

The paper proposes a new approach connected with consideration of stochastic difference sequences like sequences of observations (in deterministic or random moments of time) of a continuous time process satisfying a stochastic differential equation.

Key words: stochastic difference equation, tail index, stochastic differential equation, Laplace transformation.