Stochastic Integral and Covariation Representations for Rectangular Lévy Process Ensembles

Author:

Domínguez-Molina J. Armando,Rocha-Arteaga Alfonso

Publisher

Springer International Publishing

Reference24 articles.

1. T. Aoyama, M. Maejima, Some classes of infinitely divisible distributions on ℝ d $$\mathbb{R}^{d}$$ (a survey), unpublished note (2008). Revised version of the Research Report: T. Aoyama, M. Maejima, Some classes of infinitely divisible distributions on ℝ d $$\mathbb{R}^{d}$$ (a survey), The Institute of Statistical Mathematics Cooperate Research Report, Tokyo, vol. 184 (2006), pp. 5–13

2. T. Aoyama, M. Maejima, Characterizations of subclasses of type G distributions on ℝ d $$\mathbb{R}^{d}$$ by stochastic integral representations. Bermoulli 13(1), 148–160 (2007)

3. D. Applebaum, Lévy processes and stochastic integrals in Banach spaces. Probab. Math. Stat. 27, 75–88 (2007)

4. O.E. Barndorff-Nielsen, M. Maejima, K. Sato, Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations. Bernoulli 12, 1–33 (2006)

5. O.E. Barndorff-Nielsen, R. Stelzer, Positive-definite matrix processes of finite variation. Probab. Math. Stat. 27, 3–43 (2007)

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