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On the Lamperti stable processes - MaRDI portal

On the Lamperti stable processes

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Publication:6208326

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arXiv0802.0851MaRDI QIDQ6208326

Juan Carlos Pardo, Maria-Emilia Caballero, José Luis Pérez Garmendia

Publication date: 6 February 2008

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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