VOTRE LÉVY RAMPE-T-IL?

VINCENT VIGON

doi:10.1112/S0024610701002885

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.)

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VOTRE LÉVY RAMPE-T-IL?

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