scientific article; zbMATH DE number 2113063

zbMath1058.60038MaRDI QIDQ4824532

Hsin-Hung Shih, Yuh-Jia Lee

Publication date: 1 November 2004

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Lévy processproduct formulamultiple Lévy-Itô integral

Mathematics Subject Classification ID

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

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