On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise (Q3625461): Difference between revisions
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| Property / cites work: Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders / rank | |||
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| Property / cites work: Q4301585 / rank | |||
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Latest revision as of 13:38, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise |
scientific article |
Statements
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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