Arithmetic Brownian motion subordinated by tempered stable and inverse tempered stable processes

✍ Scribed by Agnieszka Wyłomańska

• Book ID: 119347041
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 474 KB
• Volume: 391
• Category: Article
• ISSN: 0378-4371
• DOI: 10.1016/j.physa.2012.05.072