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On integrals with respect to Lévy processes

Name: On integrals with respect to Lévy processes
Creator: Küchler, Uwe
Keywords: compound poisson process, Lévy process, Compound Poisson process, ddc:330, 330 Wirtschaft, Stochastic integrals, 05 social sciences, Infinitely divisible distributions; stable distributions, Processes with independent increments; Lévy processes, 01 natural sciences

On integrals with respect to Lévy processes.

descriptionPublicationkeyboard_double_arrow_right Article , Research , Book , Preprint 01 Jan 2004 Germany Publisher:Elsevier BVJournal:Statistics & Probability Letters, volume 66, pages 145-151 (issn: 0167-7152,

Authors: Küchler, Uwe;

doi: 10.1016/j.spl.2003.09.005

handle: 10419/22227

On integrals with respect to Lévy processes

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Abstract

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Country

Germany

Related Organizations

Humboldt-Universität zu Berlin
Germany
Humboldt State University
United States

Keywords

compound poisson process, Lévy process, Compound Poisson process, ddc:330, 330 Wirtschaft, Stochastic integrals, Infinitely divisible distributions; stable distributions, Processes with independent increments; Lévy processes, Stochastischer Prozess, process, Integration with respect to Lévy, integration with respct to Lévy process, Analysis, Theorie

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