Zooming in on a Lévy process at its supremum (Q1650094)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Zooming in on a Lévy process at its supremum |
scientific article |
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Zooming in on a Lévy process at its supremum (English)
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29 June 2018
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conditioned to stay positive
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discretization error
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domains of attraction
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Euler scheme
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functional limit theorem
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high frequency statistics
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invariance principle
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mixing convergence
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scaling limits
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self-similarity
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small-time behaviour
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