Zooming in on a Lévy process at its supremum (Q1650094): Difference between revisions
From MaRDI portal
Latest revision as of 01:19, 16 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Zooming in on a Lévy process at its supremum |
scientific article |
Statements
Zooming in on a Lévy process at its supremum (English)
0 references
29 June 2018
0 references
conditioned to stay positive
0 references
discretization error
0 references
domains of attraction
0 references
Euler scheme
0 references
functional limit theorem
0 references
high frequency statistics
0 references
invariance principle
0 references
mixing convergence
0 references
scaling limits
0 references
self-similarity
0 references
small-time behaviour
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references