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Russian Mathematical Surveys, 2010, Volume 65, Issue 2, Pages 386–387
DOI: https://doi.org/10.1070/RM2010v065n02ABEH004676 (Mi rm9324) 		 
In the Moscow Mathematical Society
Communications of the Moscow Mathematical Society

Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes

S. A. Khihol

M. V. Lomonosov Moscow State University
English version PDF (241 kB) Russian version article
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DOI: https://doi.org/10.1070/RM2010v065n02ABEH004676
Presented: I. A. Dynnikov
Accepted: 18.09.2009
Bibliographic databases:
Document Type: Article
MSC: 60G51
Language: English
Original paper language: Russian
Citation: S. A. Khihol, “Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes”, Russian Math. Surveys, 65:2 (2010), 386–387
Citation in format AMSBIB
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\by S.~A.~Khihol
\paper Averaging local characteristics makes a~semimartingale with independent increments closer to L\'evy processes
\jour Russian Math. Surveys
\yr 2010
\vol 65
\issue 2
\pages 386--387
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    Abstract page:422
    Russian version PDF:178
    English version PDF:14
    References:50
    First page:7
     
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