Properties of integrals with respect to fractional Poisson processes with compact kernels (Q2944759)
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scientific article; zbMATH DE number 6479237
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| English | Properties of integrals with respect to fractional Poisson processes with compact kernels |
scientific article; zbMATH DE number 6479237 |
Statements
Properties of integrals with respect to fractional Poisson processes with compact kernels (English)
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8 September 2015
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stochastic integral
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fractional Poisson process
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integral representation
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Mandelbrot-Van Ness kernel
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Molchan-Golosov kernel
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Bichteler-Jacod inequality
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0.7876822352409363
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0.733837366104126
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0.7259044051170349
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0.7061458230018616
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0.7031955718994141
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