Representation of a Class of Semimartingales as Stable Integrals (Q4954397): Difference between revisions
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Revision as of 18:59, 22 February 2024
scientific article; zbMATH DE number 1456254
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Representation of a Class of Semimartingales as Stable Integrals |
scientific article; zbMATH DE number 1456254 |
Statements
Representation of a Class of Semimartingales as Stable Integrals (English)
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6 June 2000
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semimartingale
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stochastic integral
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\(\alpha\)-stable Lévy motion
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point measure
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