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Laplace processes and second order processes

  • M. Girault
Part of the Econometrics and Operations Research / Ökonometrie und Unternehmensforschung book series (ÖKONOMETRIE, volume 3)

Abstract

We mainly intend to study in this chapter the important class of the Laplace processes defined either on a discrete time or on a continuous time.

Keywords

Covariance Function Order Moment Order Process Laplace Distribution Discrete Process 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

  1. 1.
    Levy, P.: Definitions faibles et complètes des fonctions aléatoires. Application aux processus stochastiques Laplaciens. Bull. Sci. Math. 2nd series 84 (1960) 47 to 64.Google Scholar

Copyright information

© Springer-Verlag, Berlin · Heidelberg 1966

Authors and Affiliations

  • M. Girault
    • 1
  1. 1.University of ParisFrance

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