Small ball probabilities for jump Lévy processes from the Wiener domain of attraction (Q850199)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Small ball probabilities for jump Lévy processes from the Wiener domain of attraction |
scientific article; zbMATH DE number 5072674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small ball probabilities for jump Lévy processes from the Wiener domain of attraction |
scientific article; zbMATH DE number 5072674 |
Statements
Small ball probabilities for jump Lévy processes from the Wiener domain of attraction (English)
0 references
15 November 2006
0 references
purely non-Gaussian Lévy process
0 references
additive process
0 references
small deviations
0 references
Skorokhod formula
0 references
density transformation of Lévy processes
0 references
