Lévy processes and stochastic integrals in the sense of generalized convolutions,
2015,
Marta Borowiecka-Olszewska ,
B. H. Jasiulis-Gołdyn ,
J. K. Misiewicz ,
J. Rosiński ,
Bernoulli, Vol. 21, no. 4, 2513--2551, ISSN: 1350-7265,
bibliogr.
summ.
Słowa kluczowe: Lévy process, scale mixture, stochastic integral, symmetric stable distribution, weakly stable distribution
Kod: CZR-JCR
BibTeX
(pkt. 30)