O. Barndorff-Nielsen, F. Hubalek:
"Probability measures, Lévy measures and analyticity in time";
Bernoulli, 14 (2008), 3; 764 - 790.
http://dx.doi.org/10.3150/07-BEJ6114
Project Head Uwe Schmock:
Christian-Doppler-Labor für Portfolio Risk Management (PRisMa Lab)