Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes (Q486864)
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scientific article; zbMATH DE number 6387376
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| English | Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes |
scientific article; zbMATH DE number 6387376 |
Statements
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes (English)
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16 January 2015
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Lévy-type processes
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existence and uniqueness of the solution to SDE
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Gamma-type process
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\(\alpha\)-stable like process
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0.8013708591461182
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0.7678897976875305
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0.7543623447418213
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0.7494862675666809
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