Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (Q2201489)
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scientific article
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| English | Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid |
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Zooming-in on a Lévy process: failure to observe threshold exceedance over a dense grid (English)
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29 September 2020
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scaling limits
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small-time behavior
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high frequency
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discretization error
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supremum
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0.8690524
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0.8366619
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0.83051074
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0.83005774
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0.8283119
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0.8242259
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