A note on recovering the Brownian motion component from a Levy process

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DOI10.1214/22-ECP477zbMath1529.60057arXiv2203.02237MaRDI QIDQ6392777

Konstantin A. Borovkov

Publication date: 4 March 2022

Mathematics Subject Classification ID

60G51: Processes with independent increments; Lévy processes

60J65: Brownian motion

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