On fractional Lévy processes: tempering, sample path properties and stochastic integration
From MaRDI portal
Publication:2302689
DOI10.1007/s10955-019-02475-1zbMath1447.60069arXiv1910.00660OpenAlexW3000648741MaRDI QIDQ2302689
B. Cooper Boniece, Gustavo Didier, Farzad Sabzikar
Publication date: 26 February 2020
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1910.00660
Processes with independent increments; Lévy processes (60G51) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Stochastic integrals (60H05)
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