Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion

DOI10.4064/AM-25-4-473-488zbMath0998.60057OpenAlexW1583249940MaRDI QIDQ4522949

Aleksander Janicki

Publication date: 7 January 2001

Published in: Applicationes Mathematicae (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/219221

zbMATH Keywords

convergence ratesstochastic integrals\(\alpha\)-stable Lévy motionPoissonian series representationstochastic processes with jumps

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Asymptotic distribution theory in statistics (62E20) Probabilistic models, generic numerical methods in probability and statistics (65C20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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