A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets (Q3426321)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets |
scientific article |
Statements
A combinatorial infinitesimal representation of Lévy processes and an application to incomplete markets (English)
0 references
8 March 2007
0 references
nonstandard analysis
0 references
infinitesimal generators of Markovian semigroups
0 references
hyperfinite Lévy and Poisson processes
0 references