Series representations for multivariate time-changed Lévy models (Q518858)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Series representations for multivariate time-changed Lévy models |
scientific article; zbMATH DE number 6698223
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Series representations for multivariate time-changed Lévy models |
scientific article; zbMATH DE number 6698223 |
Statements
Series representations for multivariate time-changed Lévy models (English)
0 references
30 March 2017
0 references
time-changed Lévy process
0 references
Lévy copula
0 references
subordinated Brownian motion
0 references
0 references
