Fractional Lévy Processes as a Result of Compact Interval Integral Transformation

Heikki Tikanmäki, Yuliya Mishura

Research output: Contribution to journalArticleScientificpeer-review

14 Citations (Scopus)
Original languageEnglish
Pages (from-to)1081-1101
JournalSTOCHASTIC ANALYSIS AND APPLICATIONS
Volume29
Issue number6
DOIs
Publication statusPublished - 2011
MoE publication typeA1 Journal article-refereed

Keywords

  • Fractional
  • Lévy
  • Processes

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