Multiple Stratonovich integral and Hu-Meyer formula for Lévy processes

DOI10.1214/10-AOP528zbMath1213.60097arXiv0802.3112MaRDI QIDQ606628

Mercè Farré, Maria Jolis, Frederic Utzet

Publication date: 18 November 2010

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0802.3112

zbMATH Keywords

Lévy processesStratonovich integralHu-Meyer formulaTeugels martingalesrandom measures

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Partitions of sets (05A18) Stochastic integrals (60H05) Random measures (60G57)

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