Displaying similar documents to “Large deviations in spaces of stable type”

Approximation of finite-dimensional distributions for integrals driven by α-stable Lévy motion

Aleksander Janicki (1999)

Applicationes Mathematicae

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We present a method of numerical approximation for stochastic integrals involving α-stable Lévy motion as an integrator. Constructions of approximate sums are based on the Poissonian series representation of such random measures. The main result gives an estimate of the rate of convergence of finite-dimensional distributions of finite sums approximating such stochastic integrals. Stochastic integrals driven by such measures are of interest in constructions of models for various problems...

Around stable forking

Byunghan Kim, A. Pillay (2001)

Fundamenta Mathematicae

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We discuss various conjectures and problems around the issue of when and whether stable formulas are responsible for forking in simple theories. We prove that if the simple theory T has strong stable forking then any complete type is a nonforking extension of a complete type which is axiomatized by instances of stable formulas. We also give another treatment of the first author's result which identifies canonical bases in supersimple theories.