Error bounds for small jumps of Lévy processes (Q4915651)
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scientific article; zbMATH DE number 6153152
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Error bounds for small jumps of Lévy processes |
scientific article; zbMATH DE number 6153152 |
Statements
Error Bounds for Small Jumps of Lévy Processes (English)
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11 April 2013
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approximation of small jumps
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Lévy process
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Skorokhod embedding
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Spitzer identity
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0.823689877986908
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0.8155573606491089
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0.8143724203109741
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0.8040949702262878
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0.7973592877388
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