论文标题
莱维过程的累积分布函数的非反应控制
Non-asymptotic control of the cumulative distribution function of Lévy processes
论文作者
论文摘要
We propose non-asymptotic controls of the cumulative distribution function $P(|X_{t}|\ge \varepsilon)$, for any $t>0$, $\varepsilon>0$ and any Lévy process $X$ such that its Lévy density is bounded from above by the density of an $α$-stable type Lévy process in a neighborhood of the origin.提出的结果是非征服和最佳的，它们适用于大量的莱维过程。
We propose non-asymptotic controls of the cumulative distribution function $P(|X_{t}|\ge \varepsilon)$, for any $t>0$, $\varepsilon>0$ and any Lévy process $X$ such that its Lévy density is bounded from above by the density of an $α$-stable type Lévy process in a neighborhood of the origin. The results presented are non-asymptotic and optimal, they apply to a large class of Lévy processes.
