Approximation of Lévy-Feller diffusion by random walk

DOI10.4171/ZAA/879zbMath0948.60006OpenAlexW2073384693MaRDI QIDQ1301246

Publication date: 19 November 2000

Published in: Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48563

zbMATH Keywords

stable law random walk

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50)

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Cites Work