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

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