Scaling Limits of Solutions of Linear Stochastic Differential Equations Driven by Lévy White Noises

Julien Fageot, Michaël Unser

Type: Article

Publication Date: 2018-02-09

Citations: 12

DOI: https://doi.org/10.1007/s10959-018-0809-1

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Journal of Theoretical Probability - View
Infoscience (Ecole Polytechnique Fédérale de Lausanne) - View - PDF
Zenodo (CERN European Organization for Nuclear Research) - View

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Action	Title	Year	Authors
+	Introduction to Functional Analysis	1997	Reinhold Meise Dietmar Vogt
+ PDF Chat	Is Network Traffic Appriximated by Stable Lévy Motion or Fractional Brownian Motion?	2002	Thomas Mikosch Sidney I. Resnick Holger Rootzén Alwin Stegeman
+	On shift Harnack inequalities for subordinate semigroups and moment estimates for Lévy processes	2015	Chang‐Song Deng René L. Schilling
+	Classes of self-similar random fields	1982	V. Bentkus Донатас Сургайлис
+	Fractional Gaussian fields: A survey	2016	Asad Lodhia Scott Sheffield⋆ Xin Sun Samuel S. Watson
+ PDF Chat	Spectral representations of infinitely divisible processes	1989	Balram S. Rajput J. Rosiński
+ PDF Chat	Rescaled weighted random ball models and stable self-similar random fields	2009	Jean-Christophe Breton Clément Dombry
+	Function Spaces as Path Spaces of Feller Processes	2000	René L. Schilling
+ PDF Chat	The Growth of Random Walks and Levy Processes	1981	William E. Pruitt
+ PDF Chat	Self-Similarity: Part II—Optimal Estimation of Fractal Processes	2007	Thierry Blu Michaël Unser