On two multistable extensions of stable Lévy motion and their semi-martingale representations

DOI10.1007/S10959-013-0528-6zbMath1328.60119arXiv1209.2236OpenAlexW2053462184MaRDI QIDQ895905

Jacques Lévy-Véhel, Lining Liu, Ronan Le Guével

Publication date: 7 December 2015

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1209.2236

zbMATH Keywords

Lévy motionmultistable processsemi-martingalespure jump Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stable stochastic processes (60G52)

Related Items (9)

Some further results on the tempered multistable approach ⋮ Time-inhomogeneous jump processes and variable order operators ⋮ Goodness-of-fit test for multistable Lévy processes ⋮ Semi-Markov models and motion in heterogeneous media ⋮ Self-stabilizing processes ⋮ The Hausdorff dimension of the range of the Lévy multistable processes ⋮ Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator ⋮ Self-stabilizing processes based on random signs ⋮ Multifractional Poisson process, multistable subordinator and related limit theorems

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