Une evaluation de la distance entre les lois d'une semimartingale et d'un processus a accroisseivients independants
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Publication:3827296
DOI10.1080/17442508808833534zbMATH Open0673.60003OpenAlexW2085931570MaRDI QIDQ3827296FDOQ3827296
Authors: Jean Jacod, Pascal Mano
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833534
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Cites Work
Cited In (9)
- Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes
- Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes
- Title not available (Why is that?)
- Rates of convergence in the functional CLT for multidimensional continuous time martingales.
- On the asymptotics of locally dependent point processes
- Title not available (Why is that?)
- \(L_1\)-distance for additive processes with time-homogeneous Lévy measures
- Title not available (Why is that?)
- Rate of convergence in the functional central limit theorem for semimartingales
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