The explicit chaotic representation of the powers of increments of Lévy processes (Q3585333)
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scientific article; zbMATH DE number 5773387
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| English | The explicit chaotic representation of the powers of increments of Lévy processes |
scientific article; zbMATH DE number 5773387 |
Statements
The explicit chaotic representation of the powers of increments of Lévy processes (English)
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19 August 2010
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Chaotic representation
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Lévy process
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power jump process
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Poisson random measure
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0.760469913482666
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0.7494971752166748
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0.7370351552963257
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0.7238298654556274
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