Non-asymptotic control of the cumulative distribution function of Lévy processes (Q5055333): Difference between revisions

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-Céline Duval
@@ Property / author: Céline Duval / rank @@
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+Céline Duval
@@ Property / author: Céline Duval / rank @@
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+MaRDI publication profile
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+W4214964993
@@ Property / OpenAlex ID: W4214964993 / rank @@
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+.09281
@@ Property / arXiv ID: 2003.09281 / rank @@
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@@ Property / cites work @@
+Probability measures, Lévy measures and analyticity in time
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@@ Property / cites work @@
+Q2716350
@@ Property / cites work: Q2716350 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
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@@ Property / cites work @@
+Total variation distance for discretely observed Lévy processes: a Gaussian approximation of the small jumps
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@@ Property / cites work @@
+Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral-free estimation of Lévy densities in high-frequency regime
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@@ Property / cites work @@
+On Bernstein-type inequalities for martingales.
@@ Property / cites work: On Bernstein-type inequalities for martingales. / rank @@
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@@ Property / cites work @@
+Small-time expansions for the transition distributions of Lévy processes
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@@ Property / cites work @@
+Q5829358
@@ Property / cites work: Q5829358 / rank @@
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@@ Property / cites work @@
+Asymptotic behavior of the transition density for jump type processes in small time
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@@ Property / cites work @@
+Q4725453
@@ Property / cites work: Q4725453 / rank @@
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@@ Property / cites work @@
+Small time expansions for transition probabilities of some Lévy processes
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@@ Property / cites work @@
+Density in small time for Lévy processes
@@ Property / cites work: Density in small time for Lévy processes / rank @@
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@@ Property / cites work @@
+Tempering stable processes
@@ Property / cites work: Tempering stable processes / rank @@
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@@ Property / cites work @@
+Expansion of transition distributions of Lévy processes in small time
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