Small time expansions for transition probabilities of some Lévy processes
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Publication:1038944
DOI10.1214/ECP.v14-1452zbMath1192.60071MaRDI QIDQ1038944
Publication date: 20 November 2009
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/225224
60G51: Processes with independent increments; Lévy processes
60J35: Transition functions, generators and resolvents
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