Small time expansions for transition probabilities of some Lev́y processes.

Marchal, Philippe

Electronic Communications in Probability [electronic only] (2009)

  • Volume: 14, page 132-142
  • ISSN: 1083-589X

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Marchal, Philippe. "Small time expansions for transition probabilities of some Lev́y processes.." Electronic Communications in Probability [electronic only] 14 (2009): 132-142. <http://eudml.org/doc/225224>.

@article{Marchal2009,
author = {Marchal, Philippe},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Lévy process; transition probability},
language = {eng},
pages = {132-142},
publisher = {University of Washington},
title = {Small time expansions for transition probabilities of some Lev́y processes.},
url = {http://eudml.org/doc/225224},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Marchal, Philippe
TI - Small time expansions for transition probabilities of some Lev́y processes.
JO - Electronic Communications in Probability [electronic only]
PY - 2009
PB - University of Washington
VL - 14
SP - 132
EP - 142
LA - eng
KW - Lévy process; transition probability
UR - http://eudml.org/doc/225224
ER -

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