On the small-time behavior of subordinators
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Publication:442077
DOI10.3150/11-BEJ363zbMath1259.60049arXiv1207.5902OpenAlexW3100534893MaRDI QIDQ442077
Wolfgang Stadje, Shaul K. Bar-Lev, Andreas Löpker
Publication date: 9 August 2012
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1207.5902
Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)
Related Items
Weak convergence of subordinators to extremal processes ⋮ A Numerical Study of Small Parameter Behavior of Some Families of Distributions
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