| Article ID | Journal | Published Year | Pages | File Type | 
|---|---|---|---|---|
| 1154261 | Statistics & Probability Letters | 2006 | 9 Pages | 
Abstract
												Let XÏ be a jump Lévy process of intensity Ï which is close to the Wiener process if Ï is big. We study the behavior of shifted small ball probability, namely, P{suptâ[0,1]|XÏ(t)-λf(t)|⩽r} under all possible relations between the parameters râ0, Ïââ, λââ. The shift function f is of bounded variation of its derivative.
											Keywords
												
											Related Topics
												
													Physical Sciences and Engineering
													Mathematics
													Statistics and Probability
												
											Authors
												Elena Shmileva, 
											