On two multistable extensions of stable Lévy motion and their semi-martingale representations
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Publication:895905
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
Processes with independent increments; Lévy processes (60G51) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Stable stochastic processes (60G52)
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