Lévy processes and stochastic integrals in the sense of generalized convolutions
Publication:888492
DOI10.3150/14-BEJ653zbMath1333.60091arXiv1312.4083OpenAlexW2125429514MaRDI QIDQ888492
Jan Rosiński, Jolanta K. Misiewicz, Barbara H. Jasiulis-Gołdyn, Marta Borowiecka-Olszewska
Publication date: 30 October 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1312.4083
Lévy processesinfinitely divisible distributionsstochastic integralssymmetric stable distributionrandom measuresgeneralized convolutionsweakly stable distribution
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Random measures (60G57)
Related Items (11)
Cites Work
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