Original title: Note on Stochastic Calculus for Stable Processes
Authors: Karlová, Andrea
Document type: Research reports
Year: 2009
Language: eng
Series: Research Report, volume: 2260
Abstract: The report provides an overview on important definitions and theorems from stochastic calculus with special focus on the class of a−stable processes on one-dimensional real line.
Keywords: Change of Measures; Itˆo Formula; Stable processes
Project no.: CEZ:AV0Z10750506 (CEP), IAA101120604 (CEP)
Funding provider: GA AV ČR

Institution: Institute of Information Theory and Automation AS ČR (web)
Document availability information: Fulltext is available at external website.
External URL: http://library.utia.cas.cz/separaty/2010/SI/karlova-note on stochastic calculus for stable processes.pdf
Original record: http://hdl.handle.net/11104/0187957

Permalink: http://www.nusl.cz/ntk/nusl-41653


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Research > Institutes ASCR > Institute of Information Theory and Automation
Reports > Research reports