Stochastic Calculus for a Time-Changed Semimartingale and the Associated Stochastic Differential Equations
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DOI: 10.1007/s10959-010-0320-9
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- Bondesson, Lennart & Kristiansen, Gundorph K. & Steutel, Fred W., 1996. "Infinite divisibility of random variables and their integer parts," Statistics & Probability Letters, Elsevier, vol. 28(3), pages 271-278, July.
- Meerschaert, Mark M. & Scheffler, Hans-Peter, 2008. "Triangular array limits for continuous time random walks," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1606-1633, September.
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- Bareche, Aîcha & Bibi, Abdelouahab, 2023. "On inverse-Gamma distribution delayed by Poisson process," Statistics & Probability Letters, Elsevier, vol. 195(C).
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Keywords
Time-change; Semimartingale; Stochastic calculus; Stochastic differential equation; Time-changed Brownian motion;All these keywords.
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