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 Convolution Sine 

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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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