LAMN property for stable-Lévy SDEs with constant scale coefficient
Year: 2025
Type: article
Source: Bernoulli
DOI: 10.3150/24-bej1794
Authors: Alexandre Brouste, Laurent Denis, Thi-Bao-Trâm Ngô
Institutions: Le Mans Université, Laboratoire Manceau de Mathématiques
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funder: Agence Nationale de la Recherche
OpenAlex ID: W4400899849