Functionals of a Lévy Process on Canonical and Generic Probability Spaces
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Functionals of a Lévy Process on Canonical and Generic Probability Spaces. / Steinicke, Alexander.
In: Journal of theoretical probability , Vol. 29, No. 2, 2016, p. 443-458.
In: Journal of theoretical probability , Vol. 29, No. 2, 2016, p. 443-458.
Research output: Contribution to journal › Article › Research › peer-review
Harvard
Steinicke, A 2016, 'Functionals of a Lévy Process on Canonical and Generic Probability Spaces', Journal of theoretical probability , vol. 29, no. 2, pp. 443-458. https://doi.org/10.1007/s10959-014-0583-7
APA
Vancouver
Steinicke A. Functionals of a Lévy Process on Canonical and Generic Probability Spaces. Journal of theoretical probability . 2016;29(2):443-458. doi: 10.1007/s10959-014-0583-7
Author
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 -
