𝔖 Bobbio Scriptorium
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Lévy-type Processes and Besov Spaces

✍ Scribed by Volker Herren


Book ID
110367508
Publisher
Springer Netherlands
Year
1997
Tongue
English
Weight
163 KB
Volume
7
Category
Article
ISSN
0926-2601

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📜 SIMILAR VOLUMES


Conditional lévy processes
✍ E. Çinlar 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 309 KB

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