Stochastic integrals in additive processes and application to semi-Lévy processes
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Publication:1431089
zbMath1050.60054MaRDI QIDQ1431089
Publication date: 27 May 2004
Published in: Osaka Journal of Mathematics (Search for Journal in Brave)
Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Random measures (60G57) Self-similar stochastic processes (60G18)
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