2 papers
math.PR2023
Product formulas for multiple stochastic integrals associated with Lévy processes
Paolo Di Tella, Christel Geiss, Alexander Steinicke
In the present paper, we obtain an explicit product formula for products of multiple integrals w.r.t. a random measure associated with a Lévy process. As a building block, we use a…
math.PR2022
Complements and Improvements Regarding Distributivity of the Product for -Algebras with Respect to the Intersection
K. P. S. Bhaskara Rao, Alexander Steinicke
We present a variety of refined conditions for algebras (on a set ), (on a set ) such that the distributivity equation $$(\mathca…