On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise (Q3625461): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 12:04, 5 March 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)
0 references
5 May 2009
0 references
\(\alpha\)-stable Lévy process
0 references
Lévy process
0 references
series representation of Lévy process
0 references
stochastic integral.
0 references
