Path dynamics of time-changed Lévy processes: a martingale approach
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Publication:6633178
DOI10.1007/s10959-024-01361-1MaRDI QIDQ6633178
F. Iafrate, Alessandro De Gregorio
Publication date: 5 November 2024
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
time-changed Lévy processessemimartingale decompositionfractional compound Poisson processesfractional Poisson random measuresstopped filtration
Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Generalizations of martingales (60G48) Sample path properties (60G17) Random measures (60G57)
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