A weak approximation for the Extrema's distributions of Levy processes

Authors

  • A.T. Payandeh Najafabadi Department of Mathematical Sciences‎, ‎Shahid Beheshti‎ ‎University‎, ‎G.C‎. ‎Evin‎, ‎1983963113‎, ‎Tehran‎, ‎Iran.
  • D.Z. Kucerovsky Department of Mathematics and Statistics‎, ‎University of New‎ ‎Brunswick‎, ‎Fredericton‎, ‎N.B‎. ‎Canada E3B 5A3.
Abstract:

‎Suppose that $X_{t}$ is a one-dimensional and real-valued L'evy‎ ‎process started from $X_0=0$‎, ‎which ({bf 1}) its nonnegative‎ ‎jumps measure $nu$ satisfying $int_{Bbb‎ ‎R}min{1,x^2}nu(dx)

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Journal title

volume 43  issue 6

pages  1867- 1888

publication date 2017-11-30

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