Open AccessLAN property for a simple Lévy process
Author(s) -
Arturo KohatsuHiga,
Eulàlia Nualart,
Ngoc Khue Tran
Publication year - 2014
Publication title -
comptes rendus mathématique
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.803
H-Index - 68
eISSN - 1778-3569
pISSN - 1631-073X
DOI - 10.1016/j.crma.2014.08.013
Subject(s) - girsanov theorem , malliavin calculus , mathematics , central limit theorem , simple (philosophy) , poisson process , calculus (dental) , poisson distribution , mathematical analysis , stochastic differential equation , differential equation , statistics , philosophy , medicine , stochastic partial differential equation , dentistry , epistemology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom