On integrals with respect to Levy processes

Assume L is a non-deterministic real valued Lévy process and f is a smooth function on [0,t]

Year of publication:	2003
Authors:	Küchler, Uwe
Publisher:	Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Subject:	Stochastischer Prozess \| Analysis \| Theorie

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Series:	SFB 373 Discussion Paper ; 2003,12
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	379245884 [GVK] hdl:10419/22227 [Handle] RePEc:zbw:sfb373:200312 [RePEc]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010296448