scientific article; zbMATH DE number 4084645

zbMATH Open0663.60013MaRDI QIDQ3812985FDOQ3812985

Authors: Theodore Artikis 

Publication date: 1988

Title of this publication is not available (Why is that?)

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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)

Cited In (7)

• A stochastic integral arising in discounting continuous cash flows and certain transformed characteristic functions
• A stochastic discounting model arising in competing risks management
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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