Approximation in law of locally \(\alpha \)-stable Lévy-type processes by non-linear regressions
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Publication:2274202
DOI10.1214/19-EJP339zbMath1466.60155arXiv1808.06779OpenAlexW2973204403MaRDI QIDQ2274202
Publication date: 19 September 2019
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1808.06779
Lévy-type processparametrix methodconditionally \(\alpha \)-stable approximationlocally \(\alpha \)-stable process
Pseudodifferential operators as generalizations of partial differential operators (35S05) Transition functions, generators and resolvents (60J35) Pseudodifferential operators (47G30) Initial value problems for PDEs with pseudodifferential operators (35S10) Jump processes on general state spaces (60J76)
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