Scaling limits of solutions of linear stochastic differential equations driven by Lévy white noises

DOI10.1007/s10959-018-0809-1zbMath1478.60118OpenAlexW2790500092MaRDI QIDQ2312767

Julien Fageot, Michael Unser

Publication date: 18 July 2019

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://infoscience.epfl.ch/record/268690/files/fageot1903.pdf

zbMATH Keywords

scaling limitself-similar processesLévy white noiseslinear SDE

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18)

Related Items (3)

The domain of definition of the Lévy white noise ⋮ Wavelet analysis of the Besov regularity of Lévy white noise ⋮ The \(n\)-term approximation of periodic generalized Lévy processes

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