# Density in small time for Lévy processes

ESAIM: Probability and Statistics (2010)

- Volume: 1, page 357-389
- ISSN: 1292-8100

## Access Full Article

top## Abstract

top## How to cite

topPicard, Jean. "Density in small time for Lévy processes." ESAIM: Probability and Statistics 1 (2010): 357-389. <http://eudml.org/doc/197726>.

@article{Picard2010,

abstract = {
The density of real-valued Lévy processes is studied in small time
under the assumption that the process has many small jumps. We prove
that the real line can be divided into three subsets on which the
density is smaller and smaller: the set of points that the process
can reach with a finite number of jumps (Δ-accessible
points); the set of points that the process can reach with
an infinite number of jumps (asymptotically Δ-accessible points); and the set of points that the process cannot reach by jumping
(Δ-inaccessible points).
},

author = {Picard, Jean},

journal = {ESAIM: Probability and Statistics},

keywords = {Levy process / small time / density of processes /
large deviations'.; Lévy process; jump process; Wiener process; infinitely divisible law},

language = {eng},

month = {3},

pages = {357-389},

publisher = {EDP Sciences},

title = {Density in small time for Lévy processes},

url = {http://eudml.org/doc/197726},

volume = {1},

year = {2010},

}

TY - JOUR

AU - Picard, Jean

TI - Density in small time for Lévy processes

JO - ESAIM: Probability and Statistics

DA - 2010/3//

PB - EDP Sciences

VL - 1

SP - 357

EP - 389

AB -
The density of real-valued Lévy processes is studied in small time
under the assumption that the process has many small jumps. We prove
that the real line can be divided into three subsets on which the
density is smaller and smaller: the set of points that the process
can reach with a finite number of jumps (Δ-accessible
points); the set of points that the process can reach with
an infinite number of jumps (asymptotically Δ-accessible points); and the set of points that the process cannot reach by jumping
(Δ-inaccessible points).

LA - eng

KW - Levy process / small time / density of processes /
large deviations'.; Lévy process; jump process; Wiener process; infinitely divisible law

UR - http://eudml.org/doc/197726

ER -

## NotesEmbed ?

topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.