Topics Related to Gamma Processes

DOI10.1142/9789812774637_0005zbMath1103.60052OpenAlexW2329023909MaRDI QIDQ5487019

Makoto Yamazato

Publication date: 18 September 2006

Published in: Stochastic Processes and Applications to Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789812774637_0005

zbMATH Keywords

diffusion processLévy processtransition probabilitymixture of exponential distributionsinfinite divisible distributionPólya density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60) Financial applications of other theories (91G80)

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