Finiteness of integrals of functions of Lévy processes (Q3434055)

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Finiteness of integrals of functions of Lévy processes
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    title
    Finiteness of integrals of functions of Lévy processes (English)
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    DOI
    10.1112/plms/pdl011
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    author
    K. Bruce Erickson
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    Ross A. Maller
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    publication date
    23 April 2007
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    Mathematics Subject Classification ID
    60H05
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    60G51
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    60F15
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    60G52
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    zbMATH DE Number
    5145505
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    zbMATH Keywords
    Lévy process
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    stochastic integral
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