Regularity of the half-line for Lévy processes

zbMATH Open0883.60069MaRDI QIDQ1365484FDOQ1365484

Authors: Jean Bertoin 

Publication date: 4 March 1998

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

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zbMATH Keywords

regularityvariationLévy processLévy measure

Mathematics Subject Classification ID

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

Cited In (19)

• Lipschitz minorants of Brownian motion and Lévy processes
• Passage of Lévy processes across power law boundaries at small times
• Abrupt Lévy processes.
• Stability of the overshoot for Lévy processes
• Some remarks on first passage of Lévy processes, the American put and pasting principles
• Dini derivatives and regularity for exchangeable increment processes
• Finiteness of integrals of functions of Lévy processes
• Two-sided discounted potential measures for spectrally negative Lévy processes
• Fine regularity of Lévy processes and linear (multi)fractional stable motion
• Stability of the exit time for Lévy processes
• A Wiener-Hopf Monte Carlo simulation technique for Lévy processes
• Extensions of regularity for a Lévy process
• On suprema of Lévy processes and application in risk theory
• On pre-exit joint occupation times for spectrally negative Lévy processes
• When is the convex hull of a Lévy path smooth?
• Concave majorant of stochastic processes and Burgers turbulence
• On the limiting behaviour of Lévy processes at zero
• Distributional representations and dominance of a Lévy process over its maximal jump processes
• Shifting processes with cyclically exchangeable increments at random

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