The explicit chaotic representation of the powers of increments of Lévy processes

DOI10.1080/17442501003625263zbMath1205.60104arXiv0706.1698OpenAlexW2083752761MaRDI QIDQ3585333

David A. Stephens, Wing Yan Yip, Sofia C. Olhede

Publication date: 19 August 2010

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0706.1698

zbMATH Keywords

Lévy processPoisson random measureChaotic representationpower jump process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05)

Related Items (1)

Permutation invariant functionals of Lévy processes

Cites Work

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