Chaotic and predictable representations for Lévy processes-Reference-Cited by-同舟云学术

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Chaotic and predictable representations for Lévy processes

Published:2000-11 Issue:1 Volume:90 Page:109-122
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Nualart David,Schoutens Wim

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference14 articles.

1. Lévy Processes.;Bertoin,1996

2. Dellacherie, Cl., Maisonneuve, B., Meyer, P.-A., 1992. Probabilités et Potentiel. Herman, Paris (Chapitres XVII à XXIV).

3. Distribution sur l'espace de P.Lévy et calcul stochastique;Dermoune;Ann. Inst. Henri. Poincaré,1990

4. Gamma processes and finite survival probabilities;Dickson;Astin Bull.,1993

5. Reinsurance and ruin;Dickson;Insur. Econom.,1996

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