English

L_1-distance for additive processes with time-homogeneous L\'evy measures

Probability 2014-05-16 v2

Abstract

We give an explicit bound for the L1L_1-distance between two additive processes of local characteristics (fj(),σ2(),νj)(f_j(\cdot),\sigma^2(\cdot),\nu_j), j=1,2j = 1,2. The cases σ=0\sigma =0 and σ>0\sigma > 0 are both treated. We allow ν1\nu_1 and ν2\nu_2 to be equivalent time-homogeneous L\'evy measures, possibly with infinite variation. Some examples of possible applications are discussed.

Keywords

Cite

@article{arxiv.1404.7779,
  title  = {L_1-distance for additive processes with time-homogeneous L\'evy measures},
  author = {Pierre Etore and Ester Mariucci},
  journal= {arXiv preprint arXiv:1404.7779},
  year   = {2014}
}

Comments

9 pages; extended introduction and added references

R2 v1 2026-06-22T04:03:15.046Z