On infinitely divisible semimartingales
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Publication:2634898
DOI10.1007/s00440-014-0609-1zbMath1408.60034arXiv1404.7598OpenAlexW2152275846MaRDI QIDQ2634898
Jan Rosiński, Andreas Basse-O'Connor
Publication date: 10 February 2016
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.7598
Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Sample path properties (60G17) Stochastic integrals (60H05)
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