Martingale representations for functionals of Lévy processes (Q746050): Difference between revisions
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Latest revision as of 02:56, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representations for functionals of Lévy processes |
scientific article |
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Martingale representations for functionals of Lévy processes (English)
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15 October 2015
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martingale representation
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stochastic integral representation
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Lévy processes
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chaos expansion
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stochastic derivative
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