Hostname: page-component-78c5997874-v9fdk Total loading time: 0 Render date: 2024-11-09T14:21:54.518Z Has data issue: false hasContentIssue false

VOTRE LÉVY RAMPE-T-IL?

Published online by Cambridge University Press:  06 March 2002

VINCENT VIGON
Affiliation:
Laboratoire de Mathématique, INSA de Rouen, 1 Place Emil Blondel, 76130 Mont St Aignau, France; [email protected]
Get access

Abstract

The paper gives a necessary and sufficient criterion on the Lévy measure that determines whether a Lévy process creeps. (The author says that a Lévy process creeps if it can continuously pass a fixed level.)

Type
Research Article
Copyright
2002 London Mathematical Society

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)