On Smooth Approximation of Lévy Processes in Skorokhod Space

DOI10.1142/9789811200359_0010zbMath1498.60171OpenAlexW2946535462MaRDI QIDQ5038246

Lingyu Feng, Xian-Ming Liu

Publication date: 30 September 2022

Published in: Stochastic PDEs and Modelling of Multiscale Complex System (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789811200359_0010

zbMATH Keywords

tightnessSkorokhod topologyfirst passage timesmooth approximation of Lévy processes

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Functional limit theorems; invariance principles (60F17)

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