Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

STOCHASTIC INTEGRALS WITH RESPECT TO L´ EVY PROCESSES AND INFINITELY DIVISIBLE DISTRIBUTIONS

7 references·4 citing·42 second hop

FromToDepth

this work references cited by second hop

References

2006Tempering stable processes545 cited
1992Generalized Gamma Convolutions and Related Classes of Distributions and Densities318 cited
2005Exponential functionals of Lévy processes234 cited
2006Some classes of multivariate infinitely divisible distributions admitting stochastic integral representations103 cited
2013On Exponential Functionals of Lévy Processes87 cited
2005Lévy integrals and the stationarity of generalised Ornstein–Uhlenbeck processes80 cited
2006Additive processes and stochastic integrals66 cited

Cited by

2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency44 cited
2009Stochastic Volatility and Stochastic Leverage38 cited
2014Integer‐valued Trawl Processes: A Class of Stationary Infinitely Divisible Processes34 cited
2011Fractional Lévy Processes as a Result of Compact Interval Integral Transformation30 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work