On identities in law for some functionals of Lévy processes

zbMATH Open1209.60030MaRDI QIDQ975588FDOQ975588

Youssef Ouknine, M. Erraoui

Publication date: 10 June 2010

Published in: African Diaspora Journal of Mathematics (Search for Journal in Brave)

Recommendations

• On integrals with respect to Lévy processes.
• Fubini theorem for multiparameter stable process
• Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
• On continuity properties of the law of integrals of Lévy processes
• Local time-space stochastic calculus for Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

Cited In (3)

• Symmetric stable processes, fubinfs theorem, and some extensions of the ciesielski-taylor identities in law
• Integro-differential equations for functionals of random Lévy processes. The symmetric case
• Explicit identities for Lévy processes associated to symmetric stable processes

This page was built for publication: On identities in law for some functionals of Lévy processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q975588)