Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 65 (2010) no. 2, pp. 386-387
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@article{RM_2010_65_2_a5,
author = {S. A. Khihol},
title = {Averaging local characteristics makes a~semimartingale with independent increments closer to {L\'evy} processes},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {386--387},
year = {2010},
volume = {65},
number = {2},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2010_65_2_a5/}
}
TY - JOUR AU - S. A. Khihol TI - Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes JO - Trudy Matematicheskogo Instituta imeni V.A. Steklova PY - 2010 SP - 386 EP - 387 VL - 65 IS - 2 UR - http://geodesic.mathdoc.fr/item/RM_2010_65_2_a5/ LA - en ID - RM_2010_65_2_a5 ER -
%0 Journal Article %A S. A. Khihol %T Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes %J Trudy Matematicheskogo Instituta imeni V.A. Steklova %D 2010 %P 386-387 %V 65 %N 2 %U http://geodesic.mathdoc.fr/item/RM_2010_65_2_a5/ %G en %F RM_2010_65_2_a5
S. A. Khihol. Averaging local characteristics makes a semimartingale with independent increments closer to Lévy processes. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 65 (2010) no. 2, pp. 386-387. http://geodesic.mathdoc.fr/item/RM_2010_65_2_a5/
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