Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable
Lévy noise
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| Language: | English |
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2008
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| Online Access: | http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.1567 http://arxiv.org/pdf/0811.3769v1.pdf |
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ftciteseerx:oai:CiteSeerX.psu:10.1.1.247.1567 |
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ftciteseerx:oai:CiteSeerX.psu:10.1.1.247.1567 2023-05-15T16:26:59+02:00 Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable Claudia Hein Peter Imkeller Ilya Pavlyukevich The Pennsylvania State University CiteSeerX Archives 2008 application/pdf http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.1567 http://arxiv.org/pdf/0811.3769v1.pdf en eng http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.1567 http://arxiv.org/pdf/0811.3769v1.pdf Metadata may be used without restrictions as long as the oai identifier remains attached to it. http://arxiv.org/pdf/0811.3769v1.pdf power variation stable Lévy process tightness Skorokhod topology stability index model selection estimation Kolmogorov–Smirnov distance paleo-climatic time series Greenland ice core data. MSC 2000 primary 60G52 60F17 secondary 60H10 62F10 62M10 86A40 text 2008 ftciteseerx 2016-01-07T19:30:46Z Lévy noise Text Greenland Greenland ice core ice core Unknown Greenland |
| institution |
Open Polar |
| collection |
Unknown |
| op_collection_id |
ftciteseerx |
| language |
English |
| topic |
power variation stable Lévy process tightness Skorokhod topology stability index model selection estimation Kolmogorov–Smirnov distance paleo-climatic time series Greenland ice core data. MSC 2000 primary 60G52 60F17 secondary 60H10 62F10 62M10 86A40 |
| spellingShingle |
power variation stable Lévy process tightness Skorokhod topology stability index model selection estimation Kolmogorov–Smirnov distance paleo-climatic time series Greenland ice core data. MSC 2000 primary 60G52 60F17 secondary 60H10 62F10 62M10 86A40 Claudia Hein Peter Imkeller Ilya Pavlyukevich Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable |
| topic_facet |
power variation stable Lévy process tightness Skorokhod topology stability index model selection estimation Kolmogorov–Smirnov distance paleo-climatic time series Greenland ice core data. MSC 2000 primary 60G52 60F17 secondary 60H10 62F10 62M10 86A40 |
| description |
Lévy noise |
| author2 |
The Pennsylvania State University CiteSeerX Archives |
| format |
Text |
| author |
Claudia Hein Peter Imkeller Ilya Pavlyukevich |
| author_facet |
Claudia Hein Peter Imkeller Ilya Pavlyukevich |
| author_sort |
Claudia Hein |
| title |
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable |
| title_short |
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable |
| title_full |
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable |
| title_fullStr |
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable |
| title_full_unstemmed |
Limit theorems for p-variations of solutions of SDEs driven by additive non-Gaussian stable |
| title_sort |
limit theorems for p-variations of solutions of sdes driven by additive non-gaussian stable |
| publishDate |
2008 |
| url |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.1567 http://arxiv.org/pdf/0811.3769v1.pdf |
| geographic |
Greenland |
| geographic_facet |
Greenland |
| genre |
Greenland Greenland ice core ice core |
| genre_facet |
Greenland Greenland ice core ice core |
| op_source |
http://arxiv.org/pdf/0811.3769v1.pdf |
| op_relation |
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.247.1567 http://arxiv.org/pdf/0811.3769v1.pdf |
| op_rights |
Metadata may be used without restrictions as long as the oai identifier remains attached to it. |
| _version_ |
1766016009884401664 |