Lévy area without approximation
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Publication:2083872
DOI10.1214/21-AIHP1230zbMath1498.60332arXiv2101.03992OpenAlexW3121087727MaRDI QIDQ2083872
Publication date: 11 October 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.03992
Infinitely divisible distributions; stable distributions (60E07) Random matrices (probabilistic aspects) (60B20) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
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Cites Work
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