scientific article; zbMATH DE number 850379

zbMath0852.60060MaRDI QIDQ4866403

V. A. Lebedev

Publication date: 27 August 1996

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

zbMATH Keywords

Fubini theorem\(L^ 0\)-valued sigma-finite random measures

Mathematics Subject Classification ID

Stochastic integrals (60H05) Random measures (60G57)

Related Items (5)

Martingale transforms and Girsanov theorem for long-memory Gaussian processes ⋮ Volterra-type Ornstein-Uhlenbeck processes in space and time ⋮ Lévy-driven Volterra equations in space and time ⋮ Lévy-driven causal CARMA random fields ⋮ Semi-static variance-optimal hedging in stochastic volatility models with Fourier representation

This page was built for publication: