IDT processes and associated Lévy processes with explicit constructions
DOI10.1080/17442508.2012.748056zbMath1326.60065arXiv1203.0897OpenAlexW2222602995MaRDI QIDQ5410823
Youssef Ouknine, Antoine Hakassou
Publication date: 17 April 2014
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1203.0897
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Random fields (60G60) Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Martingales with continuous parameter (60G44) Continuity and singularity of induced measures (60G30)
Related Items (6)
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