The range of a perturbed Lévy process (Q1117579): Difference between revisions
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Property / cites work: Time inhomogeneous Markov processes and the polarity of single points / rank | |||
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Latest revision as of 09:09, 30 July 2024
scientific article
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English | The range of a perturbed Lévy process |
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The range of a perturbed Lévy process (English)
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1989
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A necessary and sufficient Fourier analytic condition is given for a real-valued Lévy process X to be such that all perturbations, \(X+f\), of X by measurable functions f have range with positive Lebesgue measure. The condition is compared to one due to \textit{H. Kesten} [Mem. Amer. Math. Soc. 93 (1969; Zbl 0186.502)] for the range of X alone to have positive Lebesgue measure, and in some cases it is found to coincide, whereas in others it is stronger.
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Lévy process
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