Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals

DOI10.15517/RMTA.V8I1.194MaRDI QIDQ6597117zbMATH OpenFDO

Authors J. Lobo-Segura

Publication date 3 September 2024

Published in Revista de Matemática: Teoría y Aplicaciones (Search for Journal in Brave)

zbMATH Keywords

complex martingalesapproximate formulaadditive decompositionscontinuous shadow theoremPII in near intervals

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Foundations of stochastic processes (60G05)

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