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

additive processexponential momentLaplace cumulantmodified Laplace cumulantsemimartingale

Mathematics Subject Classification ID

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

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Cited in

(5)

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

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