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

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Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals (Q6597117)

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scientific article; zbMATH DE number 7905635
Language Label Description Also known as
English
Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals
scientific article; zbMATH DE number 7905635

    Statements

    title
    Approximate formulas of Lévy-Khintchine for characteristic functions defined by PII processes in near intervals (English)
    0 references
    author
    J. Lobo-Segura
    0 references
    publication date
    3 September 2024
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    zbMATH Keywords
    PII in near intervals
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    additive decompositions
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    complex martingales
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    approximate formula
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    continuous shadow theorem
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    Identifiers

    zbMATH DE Number
    7905635
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