Computation of the kernels of Lévy functionals and applications
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Publication:351806
zbMath1271.60065MaRDI QIDQ351806
Publication date: 10 July 2013
Published in: Illinois Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ijm/1369841786
Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) White noise theory (60H40) Stochastic calculus of variations and the Malliavin calculus (60H07)
Related Items (3)
To be or not to be constructive, that is not the question ⋮ Unnamed Item ⋮ From Probability Measures to Each Lévy Triplet and Back
Cites Work
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