Functionals of a Lévy Process on Canonical and Generic Probability Spaces

Research output: Contribution to journal › Article › Research › peer-review

6 Citations (Scopus)

Original language	English
Pages (from-to)	443-458
Journal	Journal of theoretical probability
Volume	29
Issue number	2
DOIs	https://doi.org/10.1007/s10959-014-0583-7
Publication status	Published - 2016

Keywords

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title = "Functionals of a L{\'e}vy Process on Canonical and Generic Probability Spaces",

keywords = "L{\'e}vy processes, Malliavin calculus for L{\'e}vy processes, Canonical L{\'e}vy process",

author = "Alexander Steinicke",

year = "2016",

doi = "10.1007/s10959-014-0583-7",

language = "English",

volume = "29",

pages = "443--458",

journal = "Journal of theoretical probability ",

issn = "0894-9840",

publisher = "Springer",

number = "2",

}

TY - JOUR

T1 - Functionals of a Lévy Process on Canonical and Generic Probability Spaces

AU - Steinicke, Alexander

PY - 2016

Y1 - 2016

KW - Lévy processes

KW - Malliavin calculus for Lévy processes

KW - Canonical Lévy process

U2 - 10.1007/s10959-014-0583-7

DO - 10.1007/s10959-014-0583-7

M3 - Article

SN - 0894-9840

VL - 29

SP - 443

EP - 458

JO - Journal of theoretical probability

JF - Journal of theoretical probability

IS - 2

ER -