A note on recovering the Brownian motion component from a Lévy process
From MaRDI portal
Publication:2675989
DOI10.1214/22-ECP477MaRDI QIDQ2675989
Publication date: 26 September 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2203.02237
Cites Work
- Unnamed Item
- Unnamed Item
- Recovering Brownian and jump parts from high-frequency observations of a Lévy process
- Exact rate of convergence of the expected \(W_2\) distance between the empirical and true Gaussian distribution
- Implementable coupling of Lévy process and Brownian motion
- Probabilistic Symmetries and Invariance Principles
This page was built for publication: A note on recovering the Brownian motion component from a Lévy process