Chaotic and predictable representations for Lévy processes. (Q1879485)
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scientific article; zbMATH DE number 2102343
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Chaotic and predictable representations for Lévy processes. |
scientific article; zbMATH DE number 2102343 |
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Chaotic and predictable representations for Lévy processes. (English)
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22 September 2004
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Lévy processes
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martingales
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stochastic integration
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orthogonal polynomials
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