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Harnack Inequalities for some Lévy Processes

✍ Scribed by Ante Mimica


Publisher
Springer Netherlands
Year
2009
Tongue
English
Weight
496 KB
Volume
32
Category
Article
ISSN
0926-2601

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These are processes A whose conditional laws, given some driving process X, are those of a process with independent increments. The treatment is limited to such increasing processes A, without assumptions on the law of X. Considering the time T of crossing some fixed threshold value by A, we derive