Approximations for the distributions of bounded variation Lévy processes
type: Item
instance of: scholarly article
title: Approximations for the distributions of bounded variation Lévy processes
zbMATH Open document ID: 1205.60096
author: José E. Figueroa-López
published in: Statistics \& Probability Letters
publication date: 2010-12-20T00:00:00Z
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60F99
zbMATH DE Number: 5828030
zbMATH Keywords: Lévy processes
zbMATH Keywords: small-time expansions of distributions
zbMATH Keywords: transition distributions
zbMATH Keywords: transition density approximations
MaRDI profile type: Publication
full work available at URL: j.spl.2010.07.019
OpenAlex ID: W2054526198
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DOI: 10.1016/J.SPL.2010.07.019
description: scientific article; zbMATH DE number 5828030