activity
20102018
most citedMartingale-type processes indexed by the real line

4 citations · 6 across the 5 of their papers we have counts for

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Showing 2012Show all

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math.PR2012

On stochastic integration for volatility modulated Lévy-driven Volterra processes

Ole E. Barndorff-Nielsen, Fred Espen Benth, Jan Pedersen +1

This papers develops a stochastic integration theory with respect to volatility modulated Lévy-driven Volterra (VMLV) processes. It extends recent results in the literature to allo…