Approximations for the distributions of bounded variation Lévy processes (Q613155)

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scientific article; zbMATH DE number 5828030
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    Approximations for the distributions of bounded variation Lévy processes
    scientific article; zbMATH DE number 5828030

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      Approximations for the distributions of bounded variation Lévy processes (English)
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      20 December 2010
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      Lévy processes
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      small-time expansions of distributions
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      transition distributions
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      transition density approximations
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