Averaging the local characteristics brings a semimartingale with independent increments closer to Lévy processes

S. A. Khihol

M. V. Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

Received: 03.05.2011
Revised: 29.06.2011

DOI: 10.4213/tvp4522

 English version: Theory of Probability and its Applications, 2014, 58:3, 413–429

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