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MARIO DI PAOLA

Itô calculus extended to systems driven by α-stable Lévy white noises (a novel clip on the tails of Lévy motion)

  • Authors: DI PAOLA M; PIRROTTA A; ZINGALES M
  • Publication year: 2007
  • Type: Articolo in rivista (Articolo in rivista)
  • Key words: α-Stable processes; Einstein-Smoluchowsky equation; Itô calculus; Truncated Lévy motion
  • OA Link: http://hdl.handle.net/10447/27798