scientific article; zbMATH DE number 4084645

MaRDI QIDQ3812985zbMATH OpenFDO

Authors Theodore Artikis

Publication date 1988

zbMATH Keywords

characteristic functionstationary independent incrementscadlag sample paths

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Stochastic integrals (60H05)

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(7)

• A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
• A stochastic discounting model arising in competing risks management
• scientific article; zbMATH DE number 2020339 (Why is no real title available?)
• scientific article; zbMATH DE number 3881572 (Why is no real title available?)
• Events of Borel sets, construction of Borel sets and random variables for stochastic finance
• Functional limit theorems for stochastic integrals with applications to risk processes and to value processes of self-financing strategies in a multidimensional market. II
• Integral representation of continuous comonotonically additive functionals

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