Bibliography

Research Report

Note on Stochastic Calculus for Stable Processes

Karlová Andrea

: ÚTIA AV ČR, (Praha 2009)

: Research Report 2260

: CEZ:AV0Z10750506

: IAA101120604, GA AV ČR

: Itˆo Formula, Stable processes, Change of Measures

: http://library.utia.cas.cz/separaty/2010/SI/karlova-note on stochastic calculus for stable processes.pdf

(eng): The report provides an overview on important definitions and theorems from stochastic calculus with special focus on the class of a−stable processes on one-dimensional real line.

: BA