Lévy-Type Stochastic Integrals with Regularly Varying Tails (Q5316804)
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scientific article; zbMATH DE number 2205424
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| English | Lévy-Type Stochastic Integrals with Regularly Varying Tails |
scientific article; zbMATH DE number 2205424 |
Statements
Lévy-Type Stochastic Integrals with Regularly Varying Tails (English)
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15 September 2005
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Lévy measure
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predictable mapping
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regular variation
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semimartingale
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0.8082831501960754
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0.7568151950836182
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0.753351092338562
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0.7533382773399353
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0.752533495426178
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