Infinite Divisibility for Stochastic Processes and Time Change
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DOI: 10.1007/s10959-006-0020-7
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Cited by:
- Ole E. Barndorff-Nielsen & Orimar Sauri & Benedykt Szozda, 2017. "Selfdecomposable Fields," Journal of Theoretical Probability, Springer, vol. 30(1), pages 233-267, March.
- Michele Azzone & Roberto Baviera, 2023. "Is (independent) subordination relevant in option pricing?," Papers 2307.08628, arXiv.org, revised Oct 2023.
- Shai Covo, 2011. "Two-Parameter Lévy Processes Along Decreasing Paths," Journal of Theoretical Probability, Springer, vol. 24(1), pages 150-169, March.
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Keywords
Infinite divisibility; selfdecomposability; temporal class L m property; time change; chronometer;All these keywords.
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