Approximations of small jumps of Lévy processes with a view towards simulation (Q2748441)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximations of small jumps of Lévy processes with a view towards simulation |
scientific article |
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Approximations of small jumps of Lévy processes with a view towards simulation (English)
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29 July 2002
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Lévy processes
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Berry-Esseen theorem
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functional central limit theorem
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Brownian motion
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Gamma process
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stable processes
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