ListarInstitute of New Imaging Technologies (INIT) por tema "Martingale measures"
Mostrando ítems 1-1 de 1
-
A family of Markov processes in maximal compact subgroups of a semisimple Lie groups
Elsevier (2017)We propose and define a family of marked point processes in noncompact semisimple Lie groups. We first generate Lévy processes via marked point processes by using jump–diffusion processes. Then we build a family of Markov ...