Lévy Systems and Moment Formulas for Mixed Poisson Integrals

Author:

Bogdan Krzysztof,Rosiński Jan,Serafin Grzegorz,Wojciechowski Łukasz

Publisher

Springer International Publishing

Reference24 articles.

1. R. Bañuelos, K. Bogdan, Lévy processes and Fourier multipliers. J. Funct. Anal. 250(1), 197–213 (2007)

2. A.D. Behme, Distributional properties of solutions of dV T = V T −dU T + dL T with Lévy noise. Adv. Appl. Probab. 43(3), 688–711 (2011)

3. A. Benveniste, J. Jacod, Systèmes de Lévy des processus de Markov. Invent. Math. 21, 183–198 (1973)

4. R.M. Blumenthal, Excursions of Markov Processes. Probability and Its Applications (Birkhäuser, Boston, 1992)

5. K. Bogdan, L. Wojciechowski, Parabolic martingales and non-symmetric Fourier multipliers. Probab. Math. Stat. 32(2), 241–253 (2012)

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