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 -distance between two additive processes of local characteristics , . The cases and are both treated. We allow and 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