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Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes - MaRDI portal

Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes (Q606628)

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Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes
scientific article

    Statements

    title
    Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes (English)
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    author
    Mercè Farré
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    Maria Jolis
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    Frederic Utzet
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    publication date
    18 November 2010
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    zbMATH Keywords
    Lévy processes
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    Stratonovich integral
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    Hu-Meyer formula
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    random measures
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    Teugels martingales
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    cites work
    q-Lévy processes
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    Q3915688
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    Q3787245
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    Q4004188
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    Q4151478
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    Q5681370
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    Q3339045
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    Q4937701
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    Q3979069
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    Q4344108
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    Identifiers

    DOI
    10.1214/10-AOP528
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    Mathematics Subject Classification ID
    60H05
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    60G51
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    05A18
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    60G57
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    zbMATH DE Number
    5817045
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    arXiv ID
    0802.3112
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