An anticipating calculus for square integrable pure jump Levy processes (Q5430542)
From MaRDI portal
scientific article; zbMATH DE number 5220270
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An anticipating calculus for square integrable pure jump Levy processes |
scientific article; zbMATH DE number 5220270 |
Statements
An anticipating calculus for square integrable pure jump Levy processes (English)
0 references
16 December 2007
0 references
chaos expansion
0 references
Lévy process
0 references
product formula
0 references
0 references
