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The Sato Process Method

Authors :
Francis Hirsch
Christophe Profeta
Bernard Roynette
Marc Yor
Source :
Peacocks and Associated Martingales, with Explicit Constructions ISBN: 9788847019072
Publication Year :
2011
Publisher :
Springer Milan, 2011.

Abstract

We study various peacocks defined from self-decomposable laws. We construct associated martingales from Sato processes or Sato sheets.

Subjects

Subjects :
Pure mathematics
Bessel process
Compound Poisson process
Process (computing)
Construct (python library)
Mathematics
Characteristic exponent

Details

ISBN :
978-88-470-1907-2
ISBNs :
9788847019072
Database :
OpenAIRE
Journal :
Peacocks and Associated Martingales, with Explicit Constructions ISBN: 9788847019072
Accession number :
edsair.doi...........9ada28484de927fd1a8d9cea8f77393a
Full Text :
https://doi.org/10.1007/978-88-470-1908-9_5
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