A unifying approach to fractional Lévy processes

dc.contributor.author	Engelke, Sebastian
dc.contributor.author	Woerner, Jeannette H. C.
dc.date.accessioned	2010-12-17T13:00:24Z
dc.date.available	2010-12-17T13:00:24Z
dc.date.issued	2010-12-17
dc.identifier.uri	http://hdl.handle.net/2003/27541
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-15699
dc.language.iso	en
dc.relation.isversionof	http://hdl.handle.net/2003/27542
dc.subject	fractional Lévy process	en
dc.subject	linear fractional stable motion	en
dc.subject	fractional Brownian motion	en
dc.subject	semimartingale	en
dc.subject	correlation	de
dc.subject	long-range dependence	de
dc.subject	Blumenthal-Getoor index	de
dc.subject.ddc	610
dc.title	A unifying approach to fractional Lévy processes	en
dc.type	Text	de
dc.type.publicationtype	preprint	en
dcterms.accessRights	open access
eldorado.dnb.deposit	false

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