Small-time expansions for the transition distributions of Lévy processes
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Publication:1041053
DOI10.1016/j.spa.2009.09.002zbMath1179.60026arXiv0809.0849OpenAlexW2009431235MaRDI QIDQ1041053
José E. Figueroa-López, Christian Houdré
Publication date: 27 November 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0809.0849
Lévy processestransition distributionssmall-time expansions of distributionstransition densities estimates
Processes with independent increments; Lévy processes (60G51) Limit theorems in probability theory (60F99)
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