Lévy driven moving averages and semimartingales

DOI10.1016/j.spa.2009.03.007zbMath1175.60040OpenAlexW2058845769MaRDI QIDQ841487

N. E. Zubov

Publication date: 17 September 2009

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2009.03.007

zbMATH Keywords

Lévy processessemimartingalesbounded variationstable processesmoving averagesfractional processesabsolutely continuity

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Sample path properties (60G17) Stochastic integrals (60H05)

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