Representation of the characteristic function of a stochastic integral

DOI10.2307/3213034MaRDI QIDQ3865205zbMATH OpenOpenAlexFDO

Authors

Publication date 1980

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3213034

zbMATH Keywords

continuous homogeneous stochastic process with independent incrementsinfinitely divisible distributionLevy canonical representation

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Markov processes (60J99)

Cited in

(1)

• Variational sums and generalized linear processes

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