✦ LIBER ✦

Nonlinear stochastic integrals for hyperfinite Lévy processes

✍ Scribed by Tom Lindstrøm

Book ID: 107513669
Publisher: Springer-Verlag
Year: 2008
Weight: 328 KB
Volume: 1
Category: Article
ISSN: 1863-3617
DOI: 10.1007/s11813-007-0004-7

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Hyperfinite stochastic integration for L

Hyperfinite stochastic integration for Lévy processes with finite-variation jump part

✍ Frederik S. Herzberg 📂 Article 📅 2010 🏛 Elsevier Science 🌐 French ⚖ 229 KB

This article links the hyperfinite theory of stochastic integration with respect to certain hyperfinite Lévy processes with the elementary theory of pathwise stochastic integration with respect to pure-jump Lévy processes with finite-variation jump part. Since the hyperfinite Itô integral is also de

Stochastic Volatility for Lévy Processes

✍ Peter Carr; Hélyette Geman; Dilip B. Madan; Marc Yor 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 243 KB

A Functional LIL for Stochastic Integral

A Functional LIL for Stochastic Integrals and the Lévy Area Process

✍ James Kuelbs; Wenbo Li 📂 Article 📅 2005 🏛 Springer US 🌐 English ⚖ 241 KB

Fractional Lévy processes on Gel’fand tr

Fractional Lévy processes on Gel’fand triple and stochastic integration

✍ Xuebin Lü; Zhiyuan Huang; Jianping Wan 📂 Article 📅 2008 🏛 Higher Education Press and Springer 🌐 English ⚖ 211 KB

Lévy's stochastic area formula for gauss

Lévy's stochastic area formula for gaussian processes

✍ Nobuyuki Ikeda; Sigeo Kusuoka; Shojiro Manabe 📂 Article 📅 1994 🏛 John Wiley and Sons 🌐 English ⚖ 803 KB

Stochastic stability for nonlinear syste

Stochastic stability for nonlinear systems driven by Lévy noise

✍ Yong Xu; Xi-Ying Wang; Hui-Qing Zhang; Wei Xu 📂 Article 📅 2011 🏛 Springer Netherlands 🌐 English ⚖ 677 KB