Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes

DOI10.1142/s0219493723400051MaRDI QIDQ6151510

Ting Gao, Ting Li, Lingyu Feng, Xian-Ming Liu, Zhongjie Lin

Publication date: 11 March 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Lévy processesSkorokhod \(M_1\)-topologyintegrated Ornstein-Uhlenbeck processes\(\alpha\)-stable Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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