By using the classical umbral calculus, we propose a symbolic expression of multivariate L\'evy processes. Compared with the classical one, the advantage of this approach relies in relaxing many of usual hypotheses necessary to deal with stochastic processes. As example, we recover the symbolic representation of multivariate Brownian motion and multivariate compound Poisson process. Open problems are also addressed.
On a symbolic version of multivariate Levy processes.
DI NARDO, Elvira;
2011-01-01
Abstract
By using the classical umbral calculus, we propose a symbolic expression of multivariate L\'evy processes. Compared with the classical one, the advantage of this approach relies in relaxing many of usual hypotheses necessary to deal with stochastic processes. As example, we recover the symbolic representation of multivariate Brownian motion and multivariate compound Poisson process. Open problems are also addressed.File in questo prodotto:
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