On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise (Q3625461): Difference between revisions

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Latest revision as of 13:38, 1 July 2024

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On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise
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    On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise (English)
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    5 May 2009
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    \(\alpha\)-stable Lévy process
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    Lévy process
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    series representation of Lévy process
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    stochastic integral.
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