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Publication:3067598
zbMath1206.60046MaRDI QIDQ3067598
Publication date: 21 January 2011
Full work available at URL: http://gcoe-mi.jp/english/./temp/publish/c2908e6a80d96141f8be267450b97e1f.pdf
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additive processsemimartingaleexponential momentprocess with independent incrementsminimal entropy martingale measureLaplace cumulantmodified Laplace cumulant
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Generalizations of martingales (60G48)
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