𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Coding Complexity of Lévy Processes

✍ Scribed by Frank Aurzada; Steffen Dereich


Publisher
Springer-Verlag
Year
2008
Tongue
English
Weight
633 KB
Volume
9
Category
Article
ISSN
1615-3375

No coin nor oath required. For personal study only.


📜 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