The range of a Lévy process (Q756843)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4192773
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The range of a Lévy process |
scientific article; zbMATH DE number 4192773 |
Statements
The range of a Lévy process (English)
0 references
1991
0 references
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.
0 references
sample paths
0 references
independent increments
0 references
Lévy processes
0 references
cadlag process
0 references
0.7934145331382751
0 references
0.787404477596283
0 references
0.7676198482513428
0 references
0.7618666291236877
0 references
