79 citations · 228 across the 17 of their papers we have counts for
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math.PR2014★ 11 cited
Maximal inequalities for fractional Lévy and related processes
Christian Bender, Robert Knobloch, Philip Oberacker
In this paper we study processes which are constructed by a convolution of a deterministic kernel with a martingale. A special emphasis is put on the case where the driving marting…
math.PR2014★ 3 cited
A generalised Itō formula for Lévy-driven Volterra processes
Christian Bender, Robert Knobloch, Philip Oberacker
We derive a generalised Itō formula for stochastic processes which are constructed by a convolution of a deterministic kernel with a centred Lévy process. This formula has a unifyi…