Series representations for multivariate time-changed Lévy models (Q518858)

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Series representations for multivariate time-changed Lévy models
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    Statements

    title
    Series representations for multivariate time-changed Lévy models (English)
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    author
    Yong-Cai Geng
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    Sumit K. Garg
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    publication date
    30 March 2017
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    zbMATH Keywords
    time-changed Lévy process
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    Lévy copula
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    subordinated Brownian motion
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60J65
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    62F99
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    zbMATH DE Number
    6698223
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