On integrals with respect to Lévy processes.
type: Item
instance of: scholarly article
title: On integrals with respect to Lévy processes.
zbMATH Open document ID: 1103.60050
author: Uwe Küchler
published in: Statistics \& Probability Letters
publication date: 2004-02-14T00:00:00Z
full work available at URL: http://edoc.hu-berlin.de/18452/4227
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60E07
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 2041509
zbMATH Keywords: Lévy process
zbMATH Keywords: Compound Poisson process
zbMATH Keywords: Integration with respect to Lévy
zbMATH Keywords: process
MaRDI profile type: Publication
OpenAlex ID: W2087380075
cites work: Term structure models driven by general Lévy processes
cites work: Q4937701
DOI: 10.1016/J.SPL.2003.09.005
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description: scientific article; zbMATH DE number 2041509