scientific article; zbMATH DE number 5840041

zbMATH Open1213.60092MaRDI QIDQ3067587FDOQ3067587

Authors: Tsukasa Fujiwara 

Publication date: 21 January 2011

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

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zbMATH Keywords

semimartingaleadditive processexponential momentLaplace cumulantmodified Laplace cumulant

Mathematics Subject Classification ID

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

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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