Browsing by Subject "Parada ótima"
Now showing items 1-1 of 1
-
Modelos de Lévy de atividade infinita
(Universidade Federal de São Carlos, UFSCar, Programa Interinstitucional de Pós-Graduação em Estatística - PIPGEs, Câmpus São Carlos, 12/06/2020)In this work, we present a class of pure jump Lévy processes A, with internal filtration and Itô-Lévy decomposition and we established an explicit forms for martingale representation, main component of our process. ...