First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (Q1019617): Difference between revisions
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Revision as of 19:30, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes |
scientific article |
Statements
First jump approximation of a Lévy-driven SDE and an application to multivariate ECOGARCH processes (English)
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4 June 2009
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first jump approximation
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Lévy process
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multivariate exponential COGARCH
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Skorokhod topology
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stochastic differential equation
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uniform tightness
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uniformly controlled variations
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