Path dynamics of time-changed Lévy processes: a martingale approach (Q6633178)
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scientific article; zbMATH DE number 7939089
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path dynamics of time-changed Lévy processes: a martingale approach |
scientific article; zbMATH DE number 7939089 |
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Path dynamics of time-changed Lévy processes: a martingale approach (English)
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5 November 2024
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time-changed Lévy processes
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fractional Poisson random measures
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fractional compound Poisson processes
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semimartingale decomposition
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stopped filtration
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