Chaotic and predictable representations for Lévy processes.

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DOI10.1016/S0304-4149(00)00035-1zbMath1047.60088MaRDI QIDQ1879485

Wim Schoutens, David Nualart

Publication date: 22 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Lévy processes orthogonal polynomials martingales stochastic integration

Mathematics Subject Classification ID

Stochastic integrals (60H05) Markov processes (60J99)

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