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 |
|---|---|---|---|
| English | Error Bounds for Small Jumps of Lévy Processes |
scientific article; zbMATH DE number 6153152 |
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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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