{"entities":{"Q2444668":{"pageid":2455411,"ns":120,"title":"Item:Q2444668","lastrevid":57925740,"modified":"2026-04-03T02:54:57Z","type":"item","id":"Q2444668","labels":{"en":{"language":"en","value":"Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \\(\\alpha\\)-stable L\u00e9vy processes"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6282551"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$44F3DAB1-9E38-4544-B42E-1C69E3074184","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"fd9f4d05eb85c6cc09751e3902e265b376d3a11e","datavalue":{"value":{"text":"Small noise asymptotics and first passage times of integrated Ornstein-Uhlenbeck processes driven by \\(\\alpha\\)-stable L\u00e9vy processes","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q2444668$10528CC6-16A8-47E0-81BC-B74BB2532A2F","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"d7f590219c5fdee4917f354c456cb8c7631a431f","datavalue":{"value":"1309.60059","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2444668$E4A6AB85-A6F0-469A-8BD8-25B7DAD56CF8","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"1ea8e64ad9b18bdb6da5786d0a3d1c6b3a29c245","datavalue":{"value":"10.3150/12-BEJ485","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2444668$C33028DC-CF9F-41C4-90AD-96765B15BE3A","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"0a22ee05cd8e8b1e6264e9a2fb7608978904f345","datavalue":{"value":{"entity-type":"item","numeric-id":2444667,"id":"Q2444667"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$3582217F-99EE-4855-9DA4-332763E2D01C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"c5ad0cda2b98d04f2e7b1c914a80a42384beae96","datavalue":{"value":{"entity-type":"item","numeric-id":696695,"id":"Q696695"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$534A3B8B-C723-48F1-B205-7DACCE322800","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"47dbaf2050ccec76d72251c8ab98a49b4485bc38","datavalue":{"value":{"entity-type":"item","numeric-id":61790,"id":"Q61790"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$29C74B2E-6669-4CA2-9004-D62AEDC43D5E","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"d29d162184913e14034b04455ad3f441d2a1856b","datavalue":{"value":{"time":"+2014-04-10T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q2444668$B9D4C473-4EDC-4BBE-B4E8-4CFD58733810","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"bc1a10099a92dfb5268a6ad20ad4a1d703e96ec0","datavalue":{"value":"https://arxiv.org/abs/1205.6116","type":"string"},"datatype":"url"},"type":"statement","id":"Q2444668$DF698333-F551-40FD-9890-AD5D5AD2D913","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"a0a49533c38d40227e78cd9ac239ce598101d654","datavalue":{"value":"https://projecteuclid.org/euclid.bj/1390407289","type":"string"},"datatype":"url"},"type":"statement","id":"Q2444668$475A1E9C-7591-4C13-9CB9-5AD8AEF7EE5F","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"239c5c373aef152ba12bfe8db3bf568a5faf996c","datavalue":{"value":"This paper proves the convergence, after rescaling, of the first passage times of an integrated stable Ornstein-Uhlenbeck process starting at zero with zero velocity, towards the first passage times of the background driving stable L\u00e9vy process. This generalizes a well-known result in the Brownian case. Since the driving process is discontinuous and the integrated Ornstein-Uhlenbeck process is continuous, the uniform topology or the classical Skorokhod topology are not appropriate to this framework and the authors use the less classical M1-topology. The main result is Theorem 3.1 in the general context of real L\u00e9vy processes, which is a nice limit theorem in the M1-topology.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$BA658477-447F-4591-BD0E-A5B735347EB7","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"7cdd815c3e1663a3497acc355372f6afd2d1f6c8","datavalue":{"value":{"entity-type":"item","numeric-id":283970,"id":"Q283970"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$08CD5A31-D5D4-4299-9E3B-380815D51BD7","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2444668$C12FD705-11E5-4C79-B4D8-D27696159CFD","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6fa38271e9e7d141d1f93caf004b4b7fbd32ad38","datavalue":{"value":"60G51","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2444668$ABF080C2-7A0E-4CB6-AE21-5692DF695108","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"1780ca5c63ac236b7e3cadd3ebbeac1ef085f2b3","datavalue":{"value":"60G52","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2444668$AE374983-6C51-48B6-9175-778EFC47F56C","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"7bfd620fce8ee9c48e460f4a583b369696cbf8ed","datavalue":{"value":"6282551","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q2444668$2E8D1BE1-7F1F-41E9-904A-5D20504BFC1D","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"4f83033e37a6a7e4e57d232f6d1917821347371b","datavalue":{"value":"integrated Ornstein-Uhlenbeck processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$C02B650C-F979-4538-B006-CD37C9F9F408","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"3a3a466a7512512f82fb573dc25c4e2204bab407","datavalue":{"value":"\\(\\alpha\\)-stable L\u00e9vy processes","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$89CFD0D3-A5A5-4D40-BE83-9B8F0F5DA6A6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d812062503b9fc38ebb5b9bbc299f791adf2fa04","datavalue":{"value":"first passage times","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$596BA9C4-10D2-47F6-8734-F8E13B6CF5DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"6e4ee3c56ef6704c79ccbf5d59d01549b52ff36e","datavalue":{"value":"small noise asymptotics","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$B976C7C6-BA98-4393-85B7-60443FDA25DE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d0b043c0dc66949e394f0f5ef5d071acab2b1c89","datavalue":{"value":"absolutely continuous approximations","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$68EAEB53-5291-40C9-9F35-9B9B050E3681","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"d4aa9bb930c8026c99d273c0e5d66f11b32746a4","datavalue":{"value":"Skorokhod M1-topology","type":"string"},"datatype":"string"},"type":"statement","id":"Q2444668$64C58A10-E3D6-4470-B1C2-26AF732BA313","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$FC3CB674-D851-473A-AE0E-FC7F311BFA39","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"d916999eb69f8200f71041836a1e967c901a5bf5","datavalue":{"value":{"entity-type":"item","numeric-id":4001807,"id":"Q4001807"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$3F67D2DD-3776-4855-90A8-3F704152DE6C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"ccdc400d541e3174b7a03921f30c6affc58cb514","datavalue":{"value":{"entity-type":"item","numeric-id":1381483,"id":"Q1381483"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$4FB419F4-227C-4A80-89BC-E9A48B795DF1","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"878ff87b60ffe71ea559a9a31efdab88474cf45e","datavalue":{"value":{"entity-type":"item","numeric-id":4828199,"id":"Q4828199"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$283C4749-196A-47EE-9BA9-4274F68A12CB","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"4480978db9c30a6b6fe9d808a6ea299f1c530c6a","datavalue":{"value":{"entity-type":"item","numeric-id":2738222,"id":"Q2738222"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$B21315BA-F321-4C12-8AD2-91020E04A1E9","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"14b5f13e9f778e7a038823b3b446c617a0f44fbb","datavalue":{"value":{"entity-type":"item","numeric-id":3983737,"id":"Q3983737"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$3DE5036E-FCD5-469D-B6A2-C21C80C2566C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"bd298430efd89d300c65519dc5a76f75c1c8ab9e","datavalue":{"value":{"entity-type":"item","numeric-id":787594,"id":"Q787594"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$F9CAB250-675C-4F11-8953-61E17765515C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"e2c1ec5f80c52602b470ad1c90413630b04fe8f6","datavalue":{"value":{"entity-type":"item","numeric-id":533746,"id":"Q533746"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$D3BAD6B6-C5F0-44F5-A098-C96472B44C5E","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"dd1fff391d4eec107ba277c2ee3568fb0d89a6e0","datavalue":{"value":{"entity-type":"item","numeric-id":1122869,"id":"Q1122869"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$123B6809-5C39-476A-BDE2-B4F97FC00D33","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"28e5ea1b925bc3d60625e4d55cf307ef4ab1f198","datavalue":{"value":{"entity-type":"item","numeric-id":1364392,"id":"Q1364392"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$18B6EA74-67C4-442C-A784-B8C9331BD406","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"53fe5f11eaeb5c52b6aaed2fe37acdb50a180ce9","datavalue":{"value":{"entity-type":"item","numeric-id":4937701,"id":"Q4937701"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$3BB74447-0B57-4C00-9279-EBD90CEA60D7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9cabbe647c608e0b7c766add3db07b42650265ef","datavalue":{"value":{"entity-type":"item","numeric-id":3017916,"id":"Q3017916"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$9DE60090-390B-4644-B99F-3E9C0CBEB403","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9c96f3e0493c74d917435960851fda1c51c286ce","datavalue":{"value":{"entity-type":"item","numeric-id":3239624,"id":"Q3239624"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$AE0C7B04-9AAE-4724-BDC6-A7A266E4B274","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"7b65a1b80e97656fe237655bce4feaf54fc972ac","datavalue":{"value":{"entity-type":"item","numeric-id":2774027,"id":"Q2774027"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$FDFD4ACA-D801-46A2-BEBE-9AF2BE3D7AF3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"681a240ae48c9f10b509813e4756f2e0a2d2e78a","datavalue":{"value":{"entity-type":"item","numeric-id":5960829,"id":"Q5960829"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q2444668$531365FE-64DB-4B98-A5D6-9ADC461F4614","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"940f20b219d485ce783cfb14480c9486b91fbfc0","datavalue":{"value":{"entity-type":"item","numeric-id":4830853,"id":"Q4830853"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"3c306a161ff24bdf80b85f8e1226461c3c3fc8de","datavalue":{"value":{"amount":"+0.7613254189491272","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2444668$092B3818-8945-4B8F-B066-FB97E1DB1C9D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"2c477f6ab79f17494491b15cea86acf553fd2951","datavalue":{"value":{"entity-type":"item","numeric-id":2471253,"id":"Q2471253"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"07c6a4a9facff19e90548609088f6509e3f341dd","datavalue":{"value":{"amount":"+0.7609891891479492","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2444668$1F2104A3-52E3-440C-95E8-D4D10F775F05","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"33e7951a78e134446227a6957ae1f8baef6f9eff","datavalue":{"value":{"entity-type":"item","numeric-id":2410408,"id":"Q2410408"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"9daa2cc1af2d63b28fc08297e2dcabc832d86b1c","datavalue":{"value":{"amount":"+0.7578215599060059","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2444668$C5C1D963-4CA7-4E61-B458-4CEBD86811EA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"7331bd52eb8fa5e8cd6579273b0edc970aa2cd11","datavalue":{"value":{"entity-type":"item","numeric-id":5052735,"id":"Q5052735"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"35065d1e3941a37d431d6de56d7658175cf88b99","datavalue":{"value":{"amount":"+0.7488787174224854","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2444668$C1F923A1-AFAD-4566-8243-99832789A2FA","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"5b38f56a5c28168bfe4293012213cb8eaae970fa","datavalue":{"value":{"entity-type":"item","numeric-id":4908349,"id":"Q4908349"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8a5cce539e048b30a7f4bd6bc5f8c9d8c65e7819","datavalue":{"value":{"amount":"+0.7481319904327393","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2444668$4FAD9E2D-00BF-4B99-92F9-DB550D4FFA12","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2444668","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2444668"}}}}}