On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise
From MaRDI portal
Publication:3625461
DOI10.1080/07362990802558337zbMath1173.60019MaRDI QIDQ3625461
Publication date: 5 May 2009
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362990802558337
\(\alpha\)-stable Lévy process; Lévy process; series representation of Lévy process; stochastic integral.
60G51: Processes with independent increments; Lévy processes
60H05: Stochastic integrals
60G52: Stable stochastic processes
Related Items
Generalized Pickands constants and stationary max-stable processes, Bounds on the suprema of Gaussian processes, and omega results for the sum of a random multiplicative function, Piterbarg theorems for chi-processes with trend, New characterization of two-state normal distribution
Cites Work