Occupation times of Lévy processes as quadratic variations
Séminaire de probabilités de Strasbourg (2001)
- Volume: 35, page 329-333
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topEisenbaum, Nathalie. "Occupation times of Lévy processes as quadratic variations." Séminaire de probabilités de Strasbourg 35 (2001): 329-333. <http://eudml.org/doc/114070>.
@article{Eisenbaum2001,
author = {Eisenbaum, Nathalie},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {occupation time; Lévy processes},
language = {eng},
pages = {329-333},
publisher = {Springer - Lecture Notes in Mathematics},
title = {Occupation times of Lévy processes as quadratic variations},
url = {http://eudml.org/doc/114070},
volume = {35},
year = {2001},
}
TY - JOUR
AU - Eisenbaum, Nathalie
TI - Occupation times of Lévy processes as quadratic variations
JO - Séminaire de probabilités de Strasbourg
PY - 2001
PB - Springer - Lecture Notes in Mathematics
VL - 35
SP - 329
EP - 333
LA - eng
KW - occupation time; Lévy processes
UR - http://eudml.org/doc/114070
ER -
References
top- [BR] Blum J.R. and Rosenblatt M. : On the structure of infinitely divisible distributions.Pacific Jour. Math.9 ,1-7 (1959). Zbl0085.12901MR105729
- [BY] Bouleau N. and Yor M. : Sur la variation quadratique des temps locaux de certaines semi-martingales. C.R.Acad. Sc.Paris, t.292 Serie I, 491-494 (1981). Zbl0476.60046MR612544
- [Per] Perkins E. : Local time is a semi-martingale.Zeitschrift für Wahr.60, 79-117 (1982). Zbl0468.60070MR661760
- [Pro] Protter P. : Stochastic integration and differential equations.Springer-Verlag (1990) - Applications of Maths.21, third printing 1995. Zbl0694.60047MR1037262
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