Zero-one laws for the excursions and range of a Lévy process
✍ Scribed by M. T. Barlow
- Publisher
- Springer
- Year
- 1981
- Tongue
- English
- Weight
- 743 KB
- Volume
- 55
- Category
- Article
- ISSN
- 1432-2064
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📜 SIMILAR VOLUMES
Let {A(t)}-o~~o is an independent Brownian motion. Then we prove the following local law of the iterated logarithm for the composed process {A(W(t))}t>.o: (2)3/2/ t~o tl/2(loglog(1/t)) 3/2= "3 ~"
A martingale measure is constructed by using a mean correcting transform for the geometric Lévy processes model. It is shown that this measure is the mean correcting martingale measure if and only if, in the Lévy process, there exists a continuous Gaussian part. Although this measure cannot be equiv
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