Functionals of a Lévy Process on Canonical and Generic Probability Spaces

Publikationen: Beitrag in FachzeitschriftArtikelForschung(peer-reviewed)

Standard

Functionals of a Lévy Process on Canonical and Generic Probability Spaces. / Steinicke, Alexander.
in: Journal of theoretical probability , Jahrgang 29, Nr. 2, 2016, S. 443-458.

Publikationen: Beitrag in FachzeitschriftArtikelForschung(peer-reviewed)

Bibtex - Download

@article{982fe9c6fb7a4ce387443bb7e69ba26c,
title = "Functionals of a L{\'e}vy Process on Canonical and Generic Probability Spaces",
keywords = "L{\'e}vy processes, Malliavin calculus for L{\'e}vy processes, Canonical L{\'e}vy process",
author = "Alexander Steinicke",
year = "2016",
doi = "10.1007/s10959-014-0583-7",
language = "English",
volume = "29",
pages = "443--458",
journal = "Journal of theoretical probability ",
issn = "0894-9840",
publisher = "Springer",
number = "2",

}

RIS (suitable for import to EndNote) - Download

TY - JOUR

T1 - Functionals of a Lévy Process on Canonical and Generic Probability Spaces

AU - Steinicke, Alexander

PY - 2016

Y1 - 2016

KW - Lévy processes

KW - Malliavin calculus for Lévy processes

KW - Canonical Lévy process

U2 - 10.1007/s10959-014-0583-7

DO - 10.1007/s10959-014-0583-7

M3 - Article

VL - 29

SP - 443

EP - 458

JO - Journal of theoretical probability

JF - Journal of theoretical probability

SN - 0894-9840

IS - 2

ER -