Timeline for Path properties of Levy Processes
Current License: CC BY-SA 3.0
3 events
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| Jun 15, 2012 at 21:45 | comment | added | Paul Jung | @Hassan before you delve into that book (ST94), let me reiterate that it considers stable processes generally. What many people refer to as THE stable process is called alpha-stable Levy motion in ST94. That and stable subordinators might possibly be the only Levy processes they consider in their path property analysis (chapters 9-12). | |
| Jun 13, 2012 at 0:58 | comment | added | user24404 | @ Paul, Thanks man for your help. I'm gonna take a look at the book by" Taqqu". | |
| Jun 12, 2012 at 22:45 | history | answered | Paul Jung | CC BY-SA 3.0 |