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Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes - MaRDI portal

Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes (Q486864)

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scientific article; zbMATH DE number 6387376
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English
Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes
scientific article; zbMATH DE number 6387376

    Statements

    Transportation distance between the Lévy measures and stochastic equations for Lévy-type processes (English)
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    16 January 2015
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    Lévy-type processes
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    existence and uniqueness of the solution to SDE
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    Gamma-type process
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    \(\alpha\)-stable like process
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