Chaotic and predictable representations for Lévy processes.
type: Item
instance of: scholarly article
title: Chaotic and predictable representations for Lévy processes.
zbMATH Open document ID: 1047.60088
DOI: 10.1016/S0304-4149(00)00035-1
author: David Nualart
author: Wim Schoutens
published in: Stochastic Processes and their Applications
publication date: 2004-09-22T00:00:00Z
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 60H05
zbMATH DE Number: 2102343
zbMATH Keywords: Lévy processes
zbMATH Keywords: martingales
zbMATH Keywords: stochastic integration
zbMATH Keywords: orthogonal polynomials
MaRDI profile type: Publication
cites work: Q4888858
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description: scientific article; zbMATH DE number 2102343