- #1
BWV
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Familiar with basics of stochastic calculus and integration over a Brownian motion. Trying to get a sense of Ambit Fields https://en.wikipedia.org/wiki/Ambit_field
which mention an integration over a Lévy basis:
Curious if anyone familiar with this? A Brownian motion is a Levy process, assuming this is something more general. The three conditions above just seem to be saying the basis is continuous and the elements are disjoint
which mention an integration over a Lévy basis:
Curious if anyone familiar with this? A Brownian motion is a Levy process, assuming this is something more general. The three conditions above just seem to be saying the basis is continuous and the elements are disjoint