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Multiple points in the sample paths of a Lévy process

✍ Scribed by Steven N. Evans


Publisher
Springer
Year
1987
Tongue
English
Weight
353 KB
Volume
76
Category
Article
ISSN
1432-2064

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The trace of a one-dimensional Markov pr
✍ Heidrun Seidel 📂 Article 📅 1980 🏛 John Wiley and Sons 🌐 English ⚖ 565 KB

The trace of a one-dimensional MARHOV process with LBVY measure By HEIDRUN SEIDEL of Dresden (Eingegangen am 10. 10. 1979) Q 1. Introduction Let X = ( X t , X t , P,) be a right-continuous FELLER process on the interval [O, I] with infinitesimal generator $ of the form (1.1) gm:, = D,DJ(x) + b ( 4 f