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