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Time Change Representation of Stochastic Integrals - MaRDI portal

Time Change Representation of Stochastic Integrals (Q4442859)

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scientific article; zbMATH DE number 2030733
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English
Time Change Representation of Stochastic Integrals
scientific article; zbMATH DE number 2030733

    Statements

    title
    Time Change Representation of Stochastic Integrals (English)
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    author
    Jan Kallsen
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    Albert N. Shiryaev
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    publication date
    21 January 2004
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    Mathematics Subject Classification ID
    60H05
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    60E07
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    60G44
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    zbMATH DE Number
    2030733
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    zbMATH Keywords
    stable Lévy motions
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    cumulant processes
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    stochastic integrals
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    time changes
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