On operator fractional Lévy motion: integral representations and time-reversibility

DOI10.1017/apr.2021.41zbMath1490.60087arXiv2101.03592WikidataQ114119640 ScholiaQ114119640MaRDI QIDQ5084793

B. Cooper Boniece, Gustavo Didier

Publication date: 28 June 2022

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2101.03592

zbMATH Keywords

Lévy processes; infinite divisibility; operator self-similarity

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60G22: Fractional processes, including fractional Brownian motion

60H05: Stochastic integrals

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