Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion (Q4522949)
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scientific article; zbMATH DE number 1548825
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| English | Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion |
scientific article; zbMATH DE number 1548825 |
Statements
Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion (English)
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7 January 2001
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\(\alpha\)-stable Lévy motion
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Poissonian series representation
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stochastic integrals
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stochastic processes with jumps
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convergence rates
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0.8375728726387024
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0.826610267162323
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0.7908550500869751
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0.7713573575019836
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