Arbeitspapier
On integrals with respect to Levy processes
Assume L is a non-deterministic real valued Lévy process and f is a smooth function on [0,t]
- Language
-
Englisch
- Bibliographic citation
-
Series: SFB 373 Discussion Paper ; No. 2003,12
- Classification
-
Wirtschaft
- Subject
-
Stochastischer Prozess
Analysis
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Küchler, Uwe
- Event
-
Veröffentlichung
- (who)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (where)
-
Berlin
- (when)
-
2003
- Handle
- URN
-
urn:nbn:de:kobv:11-10049920
- Last update
-
10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Küchler, Uwe
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Time of origin
- 2003
Other Objects (12)
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Fluctuations of Lévy processes with applications : introductory lectures
Path Integrals of Standard Markov Processes
Statistical analysis of Lévy processes with application in finance
Malliavin calculus for Lévy processes with applications to finance
On integrals with respect to Lévy processes
The Itô integral with respect to an infinite dimensional Lévy process: A series approach
Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions
Linear hyperfinite Lévy integrals
Linear hyperfinite Lévy integrals
Inhomogeneity of the earth with respect to physical processes of earthquakes
The Bartle-Dunford-Schwartz integral : integration with respect to a sigma additive vectore measure
Stochastic Properties of Student-Lévy Processes with Applications
Fluctuations of Lévy processes with applications : introductory lectures
Path Integrals of Standard Markov Processes
Statistical analysis of Lévy processes with application in finance
Malliavin calculus for Lévy processes with applications to finance
On integrals with respect to Lévy processes
The Itô integral with respect to an infinite dimensional Lévy process: A series approach
Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions
Linear hyperfinite Lévy integrals
Linear hyperfinite Lévy integrals
Inhomogeneity of the earth with respect to physical processes of earthquakes
The Bartle-Dunford-Schwartz integral : integration with respect to a sigma additive vectore measure
Stochastic Properties of Student-Lévy Processes with Applications
Fluctuations of Lévy processes with applications : introductory lectures
Path Integrals of Standard Markov Processes
Statistical analysis of Lévy processes with application in finance