Path and semimartingale properties of chaos processes

DOI10.1016/j.spa.2009.12.001zbMath1193.60059OpenAlexW2065868195MaRDI QIDQ963036

Andreas Basse-O'Connor, Svend-Erik Graversen

Publication date: 8 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.spa.2009.12.001

zbMATH Keywords

semimartingalesmoving averagesabsolute continuity\(p\)-variationchaos processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Gaussian processes (60G15) Stationary stochastic processes (60G10) Generalizations of martingales (60G48) Sample path properties (60G17) Random measures (60G57)

Related Items (1)

On infinitely divisible semimartingales

Cites Work

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