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arXiv · 1404.7779

L_1-distance for additive processes with time-homogeneous Lévy measures

Pierre Etore·Ester Mariucci
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Abstract

We give an explicit bound for the $L_1$-distance between two additive processes of local characteristics $(f_j(\cdot),σ^2(\cdot),ν_j)$, $j = 1,2$. The cases $σ=0$ and $σ> 0$ are both treated. We allow $ν_1$ and $ν_2$ to be equivalent time-homogeneous Lévy measures, possibly with infinite variation. Some examples of possible applications are discussed.

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Pierre Etore, Ester Mariucci. 2014-05-15. L_1-distance for additive processes with time-homogeneous Lévy measures. https://arxiv.org/abs/1404.7779

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