Remarks on suprema of Lévy processes wit
✍
Michael Braverman
📂
Article
📅
1999
🏛
Elsevier Science
🌐
English
⚖ 89 KB
Let X (t); 06t61 be a LÃ evy process. A comparison between the right tail of sup 06t61 X (t) and the right tail of X (1) is considered. An example is given for which these tailes are incomparable. A class of LÃ evy process with "light" tails is described for which these tails have the same behavior.