Finiteness of integrals of functions of Lévy processes (Q3434055): Difference between revisions

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+https://doi.org/10.1112/plms/pdl011
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+W2133298623
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@@ Property / cites work @@
+Regularity of the half-line for Lévy processes
@@ Property / cites work: Regularity of the half-line for Lévy processes / rank @@
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+On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
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+Q3276933
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+Stochastic bounds for Lévy processes.
@@ Property / cites work: Stochastic bounds for Lévy processes. / rank @@
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+Small-time behaviour of {L}évy processes
@@ Property / cites work: Small-time behaviour of {L}évy processes / rank @@
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+Stability and attraction to normality for Lévy processes at zero and at infinity
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+Stability of the overshoot for Lévy processes
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+On solutions of one-dimensional stochastic differential equations without drift
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+On the rate of growth of the overshoot and the maximum partial sum
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+Which i.i.d. sums are recurrently dominated by their maximal terms?
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+A note on the Borel-Cantelli lemma
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+Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
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+The growth of random walks and Levy processes
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+Local Behavior of Processes with Independent Increments
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