On integrals with respect to Lévy processes.
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Publication:1423027
DOI10.1016/J.SPL.2003.09.005zbMATH Open1103.60050OpenAlexW2087380075MaRDI QIDQ1423027FDOQ1423027
Authors: Uwe Küchler 
Publication date: 14 February 2004
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: http://edoc.hu-berlin.de/18452/4227
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Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)
Cites Work
Cited In (13)
- On continuity properties of the law of integrals of Lévy processes
- Permutation invariant functionals of Lévy processes
- Finiteness of integrals of functions of Lévy processes
- Stochastic bounds for Lévy processes.
- Correcting Newton-Côtes integrals by Lévy areas
- Markovian short rates in multidimensional term structure Lévy models
- Monotonicity and non-monotonicity of domains of stochastic integral operators
- Miscellanea. Representations of Levy processes without Gaussian components
- On extended stochastic integrals with respect to Lévy processes
- Perpetual integrals for Lévy processes
- Perturbation of functions by the paths of a Lévy process
- On identities in law for some functionals of Lévy processes
- On time changes for Lévy processes
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