These are processes A whose conditional laws, given some driving process X, are those of a process with independent increments. The treatment is limited to such increasing processes A, without assumptions on the law of X. Considering the time T of crossing some fixed threshold value by A, we derive
✦ LIBER ✦
Quantum Lévy processes on dual groups
✍ Scribed by Anis Ben Ghorbal; Michael Schürmann
- Publisher
- Springer-Verlag
- Year
- 2005
- Tongue
- French
- Weight
- 223 KB
- Volume
- 251
- Category
- Article
- ISSN
- 0025-5874
No coin nor oath required. For personal study only.
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