Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders (Q3441440): Difference between revisions
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Latest revision as of 20:43, 19 March 2024
scientific article
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English | Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders |
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Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders (English)
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30 May 2007
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symmetric \(\alpha\)-stable Lévy process
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integral with respect to a symmetric \(\alpha\)-stable Lévy process
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Lévy-Itô integral representation
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series representation
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