Optimal estimation of the supremum and occupation times of a self-similar Lévy process (Q2136630)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal estimation of the supremum and occupation times of a self-similar Lévy process |
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Optimal estimation of the supremum and occupation times of a self-similar Lévy process (English)
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11 May 2022
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conditioning to stay positive
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local time
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Lévy processes
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occupation time
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optimal estimation
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self-similarity
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supremum
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weak limit theorems
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