Approximating Multivariate Tempered Stable Processes

DOI10.1239/JAP/1331216840zbMath1248.60051OpenAlexW1983552999WikidataQ60580287 ScholiaQ60580287MaRDI QIDQ5388747

Mihály Kovács, Boris Baeumer

Publication date: 20 April 2012

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1331216840

zbMATH Keywords

spectral measureLévy processtempered stable processconvergence in Skorokhod space

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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