Time Changes for Lévy Processes
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Publication:2707163
DOI10.1111/1467-9965.00108zbMath0983.60082OpenAlexW2016166708MaRDI QIDQ2707163
Marc Yor, Dilip B. Madan, Hélyette Geman
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00108
Brownian excursionscompletely monotone Levy densityfinite variation processespurely discontinuous processes
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