Fórmulas aproximadas del tipo Lévy-Khintchine
Wedi'i Gadw mewn:
| Awdur: | |
|---|---|
| Fformat: | artículo original |
| Statws: | Versión publicada |
| Dyddiad Cyhoeddi: | 2001 |
| Disgrifiad: | 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 |
| Gwlad: | Portal de Revistas UCR |
| Sefydliad: | Universidad de Costa Rica |
| Repositorio: | Portal de Revistas UCR |
| Iaith: | Español |
| OAI Identifier: | oai:archivo.portal.ucr.ac.cr:article/194 |
| Mynediad Ar-lein: | https://archivo.revistas.ucr.ac.cr/index.php/matematica/article/view/194 |
| Allweddair: | 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 |