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Finite variation of fractional Lévy processes - MaRDI portal

Finite variation of fractional Lévy processes (Q430979)

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Finite variation of fractional Lévy processes
scientific article

    Statements

    title
    Finite variation of fractional Lévy processes (English)
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    author
    Christian Bender
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    Markus Schicks
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    Alexander M. Lindner
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    publication date
    26 June 2012
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    zbMATH Keywords
    finite variation
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    fractional integration
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    fractional Lévy process
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    Lévy process
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    semimartingale property
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    Identifiers

    zbMATH DE Number
    6050425
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    OpenAlex ID
    W2949888481
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    arXiv ID
    1012.5942
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