A note on recovering the Brownian motion component from a Lévy process (Q2675989)
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scientific article; zbMATH DE number 7592536
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on recovering the Brownian motion component from a Lévy process |
scientific article; zbMATH DE number 7592536 |
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A note on recovering the Brownian motion component from a Lévy process (English)
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26 September 2022
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Brownian motion
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high frequency sampling
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Lévy process
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quantile function
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