The Sato Process Method
Part of the B&SS — Bocconi & Springer Series book series (BS)
We study various peacocks defined from self-decomposable laws. We construct associated martingales from Sato processes or Sato sheets.
KeywordsCharacteristic Exponent Borel Function Independent Increment Compound Poisson Process Bessel 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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© Springer-Verlag Italia 2011