On the class of distributions of subordinated Lévy processes and bases

DOI10.1016/j.spa.2016.06.015zbMath1395.60054arXiv1505.00186OpenAlexW2467968251MaRDI QIDQ730346

Almut E. D. Veraart, Orimar Sauri

Publication date: 27 December 2016

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.00186

zbMATH Keywords

Lévy processessubordinationLévy basisLévy mixingrecovery problemLévy semistationary processes

Mathematics Subject Classification ID

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

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On the divergence and vorticity of vector ambit fields ⋮ Gamma Kernels and BSS/LSS Processes ⋮ On stochastic control for time changed Lévy dynamics

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