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Stochastic Integration on the Real Line

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References

1981Stochastic Integration and $L^p$-Theory of Semimartingales179 cited
1986On Ito Stochastic Integration with Respect to $p$-Stable Motion: Inner Clock, Integrability of Sample Paths, Double and Multiple Integrals127 cited
1980Espaces de semi martingales et changement de probabilit�96 cited
1988Time Reversal on Levy Processes58 cited
2010Stationary solutions of the stochastic differential equation dVt=Vt−dUt+dLt with Lévy noise33 cited

Cited by

2010Modelling Energy Spot Prices by Lévy Semistationary Processes23 cited
2014Approximating Lévy Semistationary Processes via Fourier Methods in the Context of Power Markets22 cited

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