A Weak Approximation for the Extrema's Distributions of L\'evy Processes

zbMath1405.60063arXiv1701.05466MaRDI QIDQ4613655

Amir T. Payandeh Najafabadi, Dan Z. Kučerovský

Publication date: 24 January 2019

Full work available at URL: https://arxiv.org/abs/1701.05466

zbMATH Keywords

Lévy processesthe Fourier transformpositive-definite functionextrema's distributionsthe Hilbert transform

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Characteristic functions; other transforms (60E10) Fourier and Fourier-Stieltjes transforms and other transforms of Fourier type (42A38) Continued fractions (11A55) Boundary theory for Markov processes (60J50)

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