Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (Q1715552)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions |
scientific article; zbMATH DE number 7007223
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions |
scientific article; zbMATH DE number 7007223 |
Statements
Weak subordination of multivariate Lévy processes and variance generalised gamma convolutions (English)
0 references
28 January 2019
0 references
Brownian motion
0 references
gamma process
0 references
generalised gamma convolutions
0 references
Lévy process
0 references
marked point process
0 references
subordination
0 references
Thorin measure
0 references
variance gamma
0 references
variance-alpha-gamma
0 references
0 references
0 references
0.8257310390472412
0 references
0.8096537590026855
0 references
0.8054875731468201
0 references
0.8046530485153198
0 references
0.7754221558570862
0 references
