Finiteness of integrals of functions of Lévy processes
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Cites work
- A note on the Borel-Cantelli lemma
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- scientific article; zbMATH DE number 192908 (Why is no real title available?)
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- scientific article; zbMATH DE number 1402217 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Local Behavior of Processes with Independent Increments
- Lévy integrals and the stationarity of generalised Ornstein-Uhlenbeck processes
- On solutions of one-dimensional stochastic differential equations without drift
- On the entire moments of self-similar Markov processes and exponential functionals of Lévy processes
- On the rate of growth of the overshoot and the maximum partial sum
- Regularity of the half-line for Lévy processes
- Small-time behaviour of {L}évy processes
- Stability and attraction to normality for Lévy processes at zero and at infinity
- Stability of the overshoot for Lévy processes
- Stochastic bounds for Lévy processes.
- The growth of random walks and Levy processes
- Which i.i.d. sums are recurrently dominated by their maximal terms?
Cited in
(14)- Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees
- Compactness and continuity properties for a Lévy process at a two-sided exit time
- A characterization of the finiteness of perpetual integrals of Lévy processes
- Passage of Lévy processes across power law boundaries at small times
- Perpetual integrals for Lévy processes
- On continuity properties of the law of integrals of Lévy processes
- Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes
- Finite variation of fractional Lévy processes
- scientific article; zbMATH DE number 2034512 (Why is no real title available?)
- scientific article; zbMATH DE number 2149876 (Why is no real title available?)
- Finitely polynomially determined Lévy processes
- Integral functionals for spectrally positive Lévy processes
- Distribution of big claims in a Lévy insurance risk process: Analytics of a new non-parametric estimator
- Right inverses of Lévy processes
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