Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case (Q3435398)

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Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case
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    Continuous-time methods in the study of discretely sampled functionals of Lévy processes. I. The positive process case (English)
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    26 April 2007
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    orthogonal polynomial
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    constructive method for functionals of Lévy processes
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    Laguerre reduction series
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    generalized inverse Gaussian Lévy process
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