Regularity of the half-line for Lévy processes

zbMath0883.60069MaRDI QIDQ1365484

Jean Bertoin

Publication date: 4 March 1998

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

regularityLévy processLévy measurevariation

Mathematics Subject Classification ID

Sample path properties (60G17) Markov processes (60J99)

Related Items (17)

Stability of the overshoot for Lévy processes ⋮ Shifting Processes with Cyclically Exchangeable Increments at Random ⋮ Stability of the exit time for Lévy processes ⋮ Extensions of Regularity for a Lévy Process ⋮ Concave majorant of stochastic processes and Burgers turbulence ⋮ Lipschitz minorants of Brownian motion and Lévy processes ⋮ On pre-exit joint occupation times for spectrally negative Lévy processes ⋮ A Wiener-Hopf Monte Carlo simulation technique for Lévy processes ⋮ Dini derivatives and regularity for exchangeable increment processes ⋮ On the limiting behaviour of Lévy processes at zero ⋮ Passage of Lévy processes across power law boundaries at small times ⋮ Distributional representations and dominance of a Lévy process over its maximal jump processes ⋮ On suprema of Lévy processes and application in risk theory ⋮ Some remarks on first passage of Lévy processes, the American put and pasting principles ⋮ Abrupt Lévy processes. ⋮ Finiteness of integrals of functions of Lévy processes ⋮ Two-sided discounted potential measures for spectrally negative Lévy processes

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