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Testing the characteristics of a Lévy process

✍ Scribed by Reiß, Markus

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A nonstandard Lévy-Khintchine formula an

✍ Siu Ah Ng 📂 Article 📅 2008 🏛 Institute of Mathematics, Chinese Academy of Scien 🌐 English ⚖ 571 KB

Estimation of the characteristics of a L

✍ Johanna Kappus; Markus Reiß 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 526 KB

The Jacobi Field of a Lévy Process

✍ Yu. M. Berezansky; E. Lytvynov; D. A. Mierzejewski 📂 Article 📅 2003 🏛 Springer 🌐 English ⚖ 106 KB

The range of a perturbed Lévy process

✍ S. N. Evans 📂 Article 📅 1989 🏛 Springer 🌐 English ⚖ 123 KB

Characterization of dependence of multid

✍ Jan Kallsen; Peter Tankov 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 220 KB

The multifractal nature of Lévy processe

✍ Stéphane Jaffard 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 148 KB