Limits of random walks with distributionally robust transition probabilities
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Publication:2064848
DOI10.1214/21-ECP393zbMath1495.60035arXiv2007.08815OpenAlexW3162006285MaRDI QIDQ2064848
Daniel Bartl, Stephan Eckstein, Michael Kupper
Publication date: 6 January 2022
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.08815
Processes with independent increments; Lévy processes (60G51) Sums of independent random variables; random walks (60G50) Semigroups of nonlinear operators (47H20)
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Cites Work
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