A weak approximation for the extrema's distributions of Lévy processes (Q4613655)
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scientific article; zbMATH DE number 7006360
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| English | A weak approximation for the extrema's distributions of Lévy processes |
scientific article; zbMATH DE number 7006360 |
Statements
24 January 2019
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Lévy processes
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positive-definite function
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extrema's distributions
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the Fourier transform
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the Hilbert transform
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math.PR
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0.7939893007278442
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0.7785124778747559
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0.771772027015686
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0.7705010771751404
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