Martingale representations for functionals of Lévy processes (Q746050)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Martingale representations for functionals of Lévy processes |
scientific article |
Statements
Martingale representations for functionals of Lévy processes (English)
0 references
15 October 2015
0 references
martingale representation
0 references
stochastic integral representation
0 references
Lévy processes
0 references
chaos expansion
0 references
stochastic derivative
0 references
