Variational Sums for Additive Processes
From MaRDI portal
Publication:4043883
DOI10.2307/2041732zbMath0292.60082MaRDI QIDQ4043883
William N. Hudson, J. David Mason
Publication date: 1976
Full work available at URL: https://doi.org/10.2307/2041732
60G99: Stochastic processes
Related Items
Statistical estimation of Lévy-type stochastic volatility models, Power variation of some integral fractional processes, Small-time moment asymptotics for Lévy processes, Inference in Lévy-type stochastic volatility models, Variational sums of infinitesimal systems
Cites Work