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Approximations for the distributions of bounded variation Lévy processes - MaRDI portal

Approximations for the distributions of bounded variation Lévy processes (Q613155)

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scientific article; zbMATH DE number 5828030
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Approximations for the distributions of bounded variation Lévy processes
scientific article; zbMATH DE number 5828030

    Statements

    Approximations for the distributions of bounded variation Lévy processes (English)
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    20 December 2010
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    Lévy processes
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    small-time expansions of distributions
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    transition distributions
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    transition density approximations
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