Time Changes for Lévy Processes (Q2707163)

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Time Changes for Lévy Processes
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    title
    Time Changes for Lévy Processes (English)
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    author
    Hélyette Geman
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    Dilip B. Madan
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    Marc Yor
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    publication date
    29 March 2001
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    Mathematics Subject Classification ID
    60J99
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    91B28
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    60G99
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    zbMATH DE Number
    1582868
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    zbMATH Keywords
    purely discontinuous processes
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    finite variation processes
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    Brownian excursions
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    completely monotone Levy density
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    OpenAlex ID
    W2016166708
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