Fórmulas aproximadas del tipo Lévy-Khintchine
Guardado en:
| Autor: | |
|---|---|
| Formato: | artículo original |
| Estado: | Versión publicada |
| Fecha de Publicación: | 2001 |
| Descripción: | The problem of approximation of the characteristic functions defined by a PII in near intervals is studied. We establish some general properties of these functions and of the associated complex matingales, which, with the aid of the decomposition results in [4] and [5], lead to approximate formula of the Lévy-Khintchine type. As a consequence, we obtain the exact law for PII processes in continuous time |
| País: | Portal de Revistas UCR |
| Institución: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Lenguaje: | Español |
| OAI Identifier: | oai:portal.ucr.ac.cr:article/194 |
| Acceso en línea: | https://revistas.ucr.ac.cr/index.php/matematica/article/view/194 |
| Palabra clave: | PII in near intervals additive decompositions complex martingales approximate formula continuous shadow theorem PII en casi intervalos descomposiciones aditivas martingalas complejas fórmulas aproximada teorema de las sombras continuas |