Lévy driven moving averages and semimartingales
type: Item
instance of: scholarly article
title: Lévy driven moving averages and semimartingales
zbMATH Open document ID: 1175.60040
author: N. E. Zubov
published in: Stochastic Processes and their Applications
publication date: 2009-09-17T00:00:00Z
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 60H05
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60G17
zbMATH DE Number: 5604493
zbMATH Keywords: semimartingales
zbMATH Keywords: moving averages
zbMATH Keywords: Lévy processes
zbMATH Keywords: bounded variation
zbMATH Keywords: absolutely continuity
zbMATH Keywords: stable processes
zbMATH Keywords: fractional processes
MaRDI profile type: Publication
full work available at URL: j.spa.2009.03.007
OpenAlex ID: W2058845769
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DOI: 10.1016/J.SPA.2009.03.007
description: scientific article; zbMATH DE number 5604493