松井宗也（慶應義塾大学理工学研究科日本学術振興会特別研究員）
	GENERALIZED FRACTIONAL ORNSTEIN-UHLENBECK PROCESSES
		An extended version of the fractional Ornstein-Uhlenbeck (FOU) process of which integrand is replaced by the exponential function of an independent L\'evy process is considered.　We call the process the generalized fractional Ornstein-Uhlenbeck (GFOU) process. The process is also constructed by replacing the variable of integration of the generalized Ornstein-Uhlenbeck process (GOU) with an independent fractional Brownian motion (FBM). The stationary property and the auto-covariance function of the process are studied. Consequently, some conditions of stationarity and the long memory property of the process are obtained.　Note that GFOU has both jumps and the long memory property, following the stream of extensions of ordinary Ornstein-Uhlenbeck process.