The range of a Lévy process (Q756843)
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English | The range of a Lévy process |
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The range of a Lévy process (English)
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1991
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It is shown that all Lévy processes on the line whose paths are of bounded variation have a closed range over any finite time interval that is nowhere dense except for those processes having positive (negative) drift with Lévy measure finite on (0,\(\infty)\) (finite on (- \(\infty,0))\). The proof is relied upon M. T. Barlow's 0-1 law and the fact that any cadlag process which fails to hit points has nowhere dense closed range over any finite time interval.
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sample paths
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independent increments
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Lévy processes
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cadlag process
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