Asymptotic Behaviour of the Distribution Density of the Fractional Lévy Motion

DOI10.1007/978-3-319-03512-3_11zbMath1322.60040arXiv1112.0497OpenAlexW1578955582MaRDI QIDQ2946092

Alexei M. Kulik, Viktoria P. Knopova

Publication date: 16 September 2015

Published in: Modern Stochastics and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.0497

zbMATH Keywords

Hurst parameterfractional Lévy motiondistribution density

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Fractional processes, including fractional Brownian motion (60G22) Stochastic integrals (60H05)

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