Zooming in on a Lévy process at its supremum (Q1650094)

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Zooming in on a Lévy process at its supremum
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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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