Stochastic calculus for convoluted Lévy processes
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Publication:1002567
DOI10.3150/07-BEJ115zbMath1173.60017arXiv0805.2084MaRDI QIDQ1002567
Christian Bender, Tina Marquardt
Publication date: 2 March 2009
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0805.2084
60G51: Processes with independent increments; Lévy processes
60H05: Stochastic integrals
60H07: Stochastic calculus of variations and the Malliavin calculus
60H99: Stochastic analysis
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