Stochastic Processes and their Applications · 2015 · 36 citations · 9 references
EngineeringEconomicsProbability TheoryStochastic ProcessesBrownian MotionHarmonic AnalysisLévy ProcessesMarkov ProcessesProbability InequalitiesStationary ProcessesLévy - Itô DecompositionLévy - Khintchine FormulaLévy MeasureLévy-itô DecompositionOperator Semigroups
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Moment estimates for Lévy Processes
Harald Luschgy, Gilles Pagès · Electronic Communications in Probability · 2008 · 33 citations · Full text