A family of martingales generated by a process with independent increments

zbMath1224.60107arXiv0711.2879MaRDI QIDQ3077818

Josep Lluís Solé, Frederic Utzet

Publication date: 22 February 2011

Full work available at URL: https://arxiv.org/abs/0711.2879

zbMATH Keywords

cumulantsTeugels martingalesprocess with independent increments

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Martingales with continuous parameter (60G44)

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