Approximation of a symmetric α-stable Lévy process by a Lévy process with finite moments of all orders

DOI10.4064/sm180-1-1zbMath1117.60050OpenAlexW1982040201MaRDI QIDQ3441440

Zbigniew Michna

Publication date: 30 May 2007

Published in: Studia Mathematica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4064/sm180-1-1

zbMATH Keywords

series representationintegral with respect to a symmetric \(\alpha\)-stable Lévy processLévy-Itô integral representationsymmetric \(\alpha\)-stable Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stable stochastic processes (60G52)

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On the Mean of a Stochastic Integral with Non-Gaussian α-Stable Noise

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