LAMN property for stable-Lévy SDEs with constant scale coefficient
Authors
- Alexandre Brouste (ORCID: https://orcid.org/0000-0001-6719-7432)
- Laurent Denis (ORCID: https://orcid.org/0000-0001-9216-8318)
- Thi-Bao-Trâm Ngô
Institutions
- Le Mans Université (FR)
- Laboratoire de Mathématiques Blaise Pascal (FR)
Publication Details
- Journal
- Bernoulli
- Published
- 2025-04-09
- DOI
- https://doi.org/10.3150/24-bej1794
- Citations
- 1
- Primary Topic
- Stochastic processes and financial applications
- Type
- article
- Field-Weighted Citation Impact
- 2.21