| Автор | Picard, Jean |
| Дата выпуска | 1997 |
| dc.description | The density of real-valued Lévy processes is studied in small time under the assumption that the process has many small jumps. We prove that the real line can be divided into three subsets on which the density is smaller and smaller: the set of points that the process can reach with a finite number of jumps (Δ-accessible points); the set of points that the process can reach with an infinite number of jumps (asymptotically Δ-accessible points); and the set of points that the process cannot reach by jumping (Δ-inaccessible points). |
| Формат | application.pdf |
| Издатель | EDP Sciences |
| Копирайт | © EDP Sciences, SMAI, 1997 |
| Тема | Levy process / small time / density of processes / large deviations'. |
| Название | Density in small time for Lévy processes |
| Тип | research-article |
| DOI | 10.1051/ps:1997114 |
| Electronic ISSN | 1262-3318 |
| Print ISSN | 1292-8100 |
| Журнал | ESAIM: Probability and Statistics |
| Том | 1 |
| Первая страница | 357 |
| Последняя страница | 389 |
| Аффилиация | Picard Jean; picard@ucfma.univ-bpclermont.fr |
