Finite Variation of Fractional Lévy Processes
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DOI: 10.1007/s10959-010-0339-y
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References listed on IDEAS
- Basse, Andreas & Pedersen, Jan, 2009. "Lévy driven moving averages and semimartingales," Stochastic Processes and their Applications, Elsevier, vol. 119(9), pages 2970-2991, September.
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- Bender, Christian & Knobloch, Robert & Oberacker, Philip, 2015. "A generalised Itō formula for Lévy-driven Volterra processes," Stochastic Processes and their Applications, Elsevier, vol. 125(8), pages 2989-3022.
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Keywords
Finite variation; Fractional integration; Fractional Lévy process; Lévy process; Semimartingale property;All these keywords.
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