Series representations for multivariate time-changed Lévy models (Q518858): Difference between revisions
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| Property / author | |||
| Property / author: Sumit K. Garg / rank | |||
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 62F99 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6698223 / rank | |||
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| Property / zbMATH Keywords | |||
time-changed Lévy process | |||
| Property / zbMATH Keywords: time-changed Lévy process / rank | |||
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Lévy copula | |||
| Property / zbMATH Keywords: Lévy copula / rank | |||
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subordinated Brownian motion | |||
| Property / zbMATH Keywords: subordinated Brownian motion / rank | |||
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Revision as of 05:51, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Series representations for multivariate time-changed Lévy models |
scientific article |
Statements
Series representations for multivariate time-changed Lévy models (English)
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30 March 2017
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time-changed Lévy process
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Lévy copula
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subordinated Brownian motion
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