Limit theorems for stochastic exponentials of matrix-valued Lévy processes

Fuente: arXiv

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Bibliographic Details
Main Authors:	Behme, Anita, Mentemeier, Sebastian
Format:	Preprint
Published:	2024
Subjects:	Probability 60G51, 60J57 (primary), 60H10, 60B15 (secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2411.14876