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Teoriya Veroyatnostei i ee Primeneniya, 2013, Volume 58, Issue 3, Pages 486–505
DOI: https://doi.org/10.4213/tvp4522 (Mi tvp4522) 		 
Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes

S. A. Khihol

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
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DOI: https://doi.org/10.4213/tvp4522
Received: 03.05.2011
Revised: 29.06.2011
English version:
Theory of Probability and its Applications, 2014, Volume 58, Issue 3, Pages 413–429
DOI: https://doi.org/10.1137/S0040585X97986643
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: S. A. Khihol, “Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes”, Teor. Veroyatnost. i Primenen., 58:3 (2013), 486–505; Theory Probab. Appl., 58:3 (2014), 413–429
Citation in format AMSBIB
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