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Volumn 41, Issue 1, 2004, Pages 211-236

Stochastic integrals in additive processes and application to semi-Lévy processes

(1)  Sato, Ken Iti a  

a NONE   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords


EID: 2442442078     PISSN: 00306126     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (41)

References (24)
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  • 7
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    • (1983) Zeit. Wahrsch. Verw. Gebiete , vol.62 , pp. 247-262
    • Jurek, Z.J.1    Vervaat, W.2
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  • 11
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    • Maejima, M.1    Naito, Y.2
  • 12
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    • Maejima, M.1    Sato, K.2
  • 13
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    • The Lévy - Ito decomposition of an independently scattered random measure
    • J. Pedersen: The Lévy-Ito decomposition of an independently scattered random measure, MaPhySto Research Report 2003-2.
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  • 14
    • 0000944275 scopus 로고    scopus 로고
    • Operator semi-selfdecomposability, (C, Q)-decomposability and related nested classes
    • M. Maejima, K. Sato and T. Watanabe: Operator semi-selfdecomposability, (C, Q)-decomposability and related nested classes, Tokyo J. Math. 22 (1999), 473-509.
    • (1999) Tokyo J. Math. , vol.22 , pp. 473-509
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  • 15
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    • Communicaciónes del CIMAT, Guanajuato, (also Aportaciones Matemáticas, Investigación 17, Sociedad Matemática Mexicana
    • A. Rocha-Arteaga and K. Sato: Topics in Infinitely Divisible Distributions and Lévy Processes, Communicaciónes del CIMAT, Guanajuato, 2001 (also Aportaciones Matemáticas, Investigación 17, Sociedad Matemática Mexicana, 2003).
    • (2001) Topics in Infinitely Divisible Distributions and Lévy Processes
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  • 18
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    • Self-similar processes with independent increments
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  • 20
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    • (1982) Stationary Processes of Ornstein-Uhlenbeck Type , pp. 541-551
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  • 21
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  • 22
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