Authors: Engelke, Sebastian
Woerner, Jeannette H. C.
Title: A unifying approach to fractional Lévy processes
Language (ISO): en
Subject Headings: fractional Lévy process
linear fractional stable motion
fractional Brownian motion
semimartingale
correlation
long-range dependence
Blumenthal-Getoor index
URI: http://hdl.handle.net/2003/27541
http://dx.doi.org/10.17877/DE290R-15699
Issue Date: 2010-12-17
Appears in Collections:Preprints der Fakultät für Mathematik

Files in This Item:
File Description SizeFormat 
mathematicalPreprint-2010-16.pdf370.13 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.