Geodesic
A formula for the generalized density distribution process for semimartingales with independent increments
Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 4, pp. 716-729 Cet article a éte moissonné depuis la source Math-Net.Ru

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     author = {S. A. Khihol},
     title = {A formula for the generalized density distribution process for semimartingales with independent increments},
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     url = {http://geodesic.mathdoc.fr/item/TVP_2009_54_4_a4/}
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S. A. Khihol. A formula for the generalized density distribution process for semimartingales with independent increments. Teoriâ veroâtnostej i ee primeneniâ, Tome 54 (2009) no. 4, pp. 716-729. http://geodesic.mathdoc.fr/item/TVP_2009_54_4_a4/

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[2] Sato K., Density transformation in Lévy processes, Lecture notes for “Concentrated Advanced Course on Lévy Processes”, MaPhySto Centre for Mathematical Physics and Stochastics, Department of Mathematical Sciences, University of Aarhus, 2000

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