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Remarks on Levy measures and domains of attraction in Banach spaces
Levy measures domains of attraction in Banach spaces
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2009/9/23
A supplementary characterization of Banach spaces
in terms of conditions on the tail behavior of L h y measurcs is given.
A criterion for attraction to a stable law in the operator setting IS
prove...
Structure of Levy measures of stable random fields of Chentsov type
Structure of Levy measures stable random fields Chentsov type
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2009/9/23
We study finite-dimensional distributions of symmetric
a-stable (abbreviated as SuS) random fields of Chentsov type,
0 < a < 2. We discuss a structure of the spherical components of Uvy
measures an...
Density Estimation of Levy Measures for Discretely Observed Diffusion Processes with Jumps
consistency discrete observations jump-diffusion kernel density estimation Levy density MSE optimal rate
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2009/3/6
We study a nonparametric estimation of Lévy measures for multidimensional jump-diffusion models from some discrete observations. We suppose that the jump term is driven by a Lévy process with finite L...