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 | Size | Format | |
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mathematicalPreprint-2010-16.pdf | 370.13 kB | Adobe PDF | View/Open |
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