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arXiv · 2302.07298

On a discrete approximation of a skew stable L\'{e}vy process

Congzao Dong·Oleksandr Iksanov·Andrey Pilipenko
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Abstract

Iksanov and Pilipenko (2023) defined a skew stable L\'{e}vy process as a scaling limit of a sequence of perturbed at $0$ symmetric stable L\'{e}vy processes (continuous-time processes). Here, we provide a simpler construction of the skew stable L\'{e}vy process as a scaling limit of a sequence of perturbed at $0$ standard random walks (random sequences).

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Congzao Dong, Oleksandr Iksanov, Andrey Pilipenko. 2023-02-14. On a discrete approximation of a skew stable L\'{e}vy process. https://arxiv.org/abs/2302.07298

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