Product formulas for multiple stochastic integrals associated with L\'evy processes

MaRDI QIDQ6451872zbMATH OpenFDO

Authors P. Di Tella, Christel Geiss, Alexander Steinicke

Publication date 20 September 2023

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Martingales with continuous parameter (60G44) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

This page was built for publication: Product formulas for multiple stochastic integrals associated with L\'evy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6451872)