On Asymptotic Behavior of Some Functionals of Processes with Independent Increments

DOI10.1137/1116014MaRDI QIDQ5649193zbMATH OpenOpenAlexFDO

Authors Yu. Davydov, I. A. Ibragimov

Publication date 1971

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/1116014

Mathematics Subject Classification ID

Markov processes (60J99)

Cited in

(5)

• Pointwise ergodic theorems for the symmetric exclusion process
• Probabilistic and Deterministic Averaging
• scientific article; zbMATH DE number 3468109 (Why is no real title available?)
• Small-maturity asymptotics for the at-the-money implied volatility slope in Lévy models
• Some results on the limiting behaviour of infinite particle systems

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