A weak approximation for the Extrema's distributions of Levy processes
نویسندگان
چکیده مقاله:
Suppose that $X_{t}$ is a one-dimensional and real-valued L'evy process started from $X_0=0$, which ({bf 1}) its nonnegative jumps measure $nu$ satisfying $int_{Bbb R}min{1,x^2}nu(dx)
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عنوان ژورنال
دوره 43 شماره 6
صفحات 1867- 1888
تاریخ انتشار 2017-11-30
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