Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes (Q6151510)
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scientific article; zbMATH DE number 7814884
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| English | Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes |
scientific article; zbMATH DE number 7814884 |
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Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes (English)
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11 March 2024
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Lévy processes
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\(\alpha\)-stable Lévy processes
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integrated Ornstein-Uhlenbeck processes
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Skorokhod \(M_1\)-topology
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0.7998925447463989
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0.7765288352966309
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0.7606541514396667
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0.752983808517456
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