About: Processes with independent increments; LÃ©vy processes

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Attributs	Valeurs
type	Concept
skos:inScheme	MSC 2010
broader concept	Stochastic processes
skos:prefLabel	Processes with independent increments; LÃ©vy processes 独立增量过程; Lévy过程
skos:closeMatch	from MSC2000 value of: Processes with independent increments
skos:notation	60G51
is Subject of	Asymptotic equivalence for inhomogeneous jump diffusion processes and white noise Discrete Lundberg-type bounds with actuarial applications http://hub.abes.fr/edp/periodical/ps/2013/volume_17/issue_2013/ps120021/w A simple approach to functional inequalities for non-local Dirichlet forms Convex rearrangements of Lévy processes Asymptotic properties of power variations of Lévy processes Diffusion and Deterministic Systems http://hub.abes.fr/edp/periodical/ps/2008/volume_12/issue_2008/ps0673/w Local asymptotic normality for normal inverse Gaussian Lévy processes with high-frequency sampling Asymptotic behavior of the hitting time, overshoot and undershoot for some Lévy processes The W, Z scale functions kit for first passage problems of spectrally negative Lévy processes, and applications to control problems Approximation of the invariant distribution for a class of ergodic jump diffusions A probabilistic view on the long-time behaviour of growth-fragmentation semigroups with bounded fragmentation rates Extinction rate of continuous state branching processes in critical Lévy environments On optimal uniform approximation of Lévy processes on Banach spaces with finite variation processes On the Asymptotic Behaviour of Superexponential Lévy Processes Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process On the law of homogeneous stable functionals LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process Limit theorems for quadratic forms and related quantities of discretely sampled continuous-time moving averages
is narrower concept of	Stochastic processes

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