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Lévy driven moving averages and semimartingales - MaRDI portal

Lévy driven moving averages and semimartingales (Q841487)

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scientific article; zbMATH DE number 5604493
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English
Lévy driven moving averages and semimartingales
scientific article; zbMATH DE number 5604493

    Statements

    Lévy driven moving averages and semimartingales (English)
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    17 September 2009
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    semimartingales
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    moving averages
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    Lévy processes
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    bounded variation
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    absolutely continuity
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    stable processes
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    fractional processes
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