scientific article; zbMATH DE number 5840041

MaRDI QIDQ3067587zbMATH OpenFDO

Authors Tsukasa Fujiwara

Publication date 21 January 2011

Full work available at URL http://gcoe-mi.jp/english/./temp/publish/3c8bba59789509677690894acf72c584.pdf

zbMATH Keywords

semimartingaleadditive processexponential momentLaplace cumulantmodified Laplace cumulant

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48)

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Cited in

(4)

• Moment bounds for dissipative semimartingales with heavy jumps
• Moderate deviations and Strassen's law for additive processes
• On moments of integral exponential functionals of additive processes
• Lévy processes, generalized moments and uniform integrability

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