On a discrete approximation of a skew stable L\'{e}vy process

Authors Congzao Dong, Oleksandr Iksanov, Andrey Yu. Pilipenko

Publication date 14 February 2023

Abstract: Iksanov and Pilipenko (2023) defined a skew stable L'{e}vy process as a scaling limit of a sequence of perturbed at

0

symmetric stable L'{e}vy processes (continuous-time processes). Here, we provide a simpler construction of the skew stable L'{e}vy process as a scaling limit of a sequence of perturbed at

0

standard random walks (random sequences).

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