A Donsker theorem for Lévy measures

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Publication:1762342


DOI10.1016/j.jfa.2012.08.012zbMath1310.60056arXiv1201.0590MaRDI QIDQ1762342

Richard Nickl, Markus Reiss

Publication date: 23 November 2012

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1201.0590


60G51: Processes with independent increments; Lévy processes

60G20: Generalized stochastic processes

60F17: Functional limit theorems; invariance principles


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