Czasopismo
Tytuł artykułu
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Warianty tytułu
Języki publikacji
Abstrakty
This work introduces the class of generalized tempered stable processes which encompass variations on tempered stable processes that have been introduced in the field, including "modified tempered stable processes", "layered stable processes", and "Lamperti stable processes". Short and long time behavior of GTS Lévy processes is characterized and the absolute continuity of GTS processes with respect to the underlying stable processes is established. Series representations of GTS Lévy processes are derived. Such representations can be used for simulation and illustration of GTS processes as well as for their theoretical study.
Słowa kluczowe
Kategorie tematyczne
Czasopismo
Rocznik
Tom
Numer
Strony
153-170
Opis fizyczny
Daty
wydano
2010
Twórcy
autor
- Department of Mathematics, University of Tennessee, 1534 Cumberland Ave., Knoxville, TN 37996, USA
autor
- School of Science and Technology, Georgia Gwinnett College, 1000 University Center Lane, Lawrenceville, GA 30043, USA
Bibliografia
Typ dokumentu
Bibliografia
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Identyfikator YADDA
bwmeta1.element.bwnjournal-article-doi-10_4064-bc90-0-10