On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes

DOI10.1051/ps/2022011zbMath1523.60087arXiv1808.08373OpenAlexW2888567149MaRDI QIDQ6175887

Rafał Martynek, Witold Bednorz, Rafał Marcin Łochowski

Publication date: 21 August 2023

Published in: ESAIM: Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.08373

zbMATH Keywords

total variationLévy processesuniform approximation

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Brownian motion (60J65) Stable stochastic processes (60G52) Optimality conditions for problems involving randomness (49K45)

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