Time Change Representation of Stochastic Integrals
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Publication:4442859
DOI10.1137/S0040585X97979184zbMath1034.60055MaRDI QIDQ4442859
Jan Kallsen, Albert N. Shiryaev
Publication date: 21 January 2004
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Infinitely divisible distributions; stable distributions (60E07) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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