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On the integral modulus of continuity of infinitely divisible distributions, especially of stochastic integrals
Journal of Mathematical Analysis and Applications ( IF 1.2 ) Pub Date : 2020-06-01 , DOI: 10.1016/j.jmaa.2019.123836
David Berger

Abstract We derive estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is split into two parts. The first part deals with general infinitely divisible distributions. The second part is concerned with densities of random integrals with respect to a Levy process. We will see major differences between integrals over compact and non-compact intervals.

中文翻译:

关于无限可分分布,尤其是随机积分的连续性的积分模数

摘要 我们推导出无限可分分布的概率密度连续性的积分模数的估计。论文分为两部分。第一部分处理一般的无限可分分布。第二部分涉及关于 Levy 过程的随机积分的密度。我们将看到紧致和非紧致区间上的积分之间的主要区别。
更新日期:2020-06-01
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