\(L_1\)-distance for additive processes with time-homogeneous Lévy measures

DOI10.1214/ECP.v19-3678zbMath1300.60017arXiv1404.7779MaRDI QIDQ457815

Pierre Étoré, Ester Mariucci

Publication date: 29 September 2014

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.7779

zbMATH Keywords

total variationadditive processSkorokhod space\(L_1\)-distance

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Inequalities; stochastic orderings (60E15) Convergence of probability measures (60B10)

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