Supplement to "LAMN property for Euler type scheme of stochastic differential equations driven by a stable Lévy process and applications

Alexandre Brouste (1) , Laurent Denis (1) , Thi-Bao-Trâm Ngô (1)

1 LMM - Laboratoire Manceau de Mathématiques

Mots clés: Lévy process; one-step procedure; stable process; stochastic differential equation; LAMN property; parametric estimation

Domaines: Mathématiques [math]

Alexandre Brouste, Laurent Denis, Thi-Bao-Trâm Ngô. Supplement to "LAMN property for Euler type scheme of stochastic differential equations driven by a stable Lévy process and applications. 2024. ⟨hal-04554545⟩