Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals (Q6597117)
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scientific article; zbMATH DE number 7905635
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| English | Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals |
scientific article; zbMATH DE number 7905635 |
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Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals (English)
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3 September 2024
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PII in near intervals
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additive decompositions
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complex martingales
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approximate formula
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continuous shadow theorem
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0.7194423675537109
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0.7106490135192871
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0.7091098427772522
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0.6958751082420349
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