Extensions of regularity for a Lévy process

DOI10.1137/S0040585X97T988824zbMATH Open1405.60061MaRDI QIDQ4580432FDOQ4580432

Authors: Ross A. Maller 

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

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zbMATH Keywords

first passage timedominated variation conditionfirst passage of Lévy process below zeroregularity of a real-valued Lévy processRogozin regularity condition

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Cites Work

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• Identifying the successive Blumenthal-Getoor indices of a discretely observed process
• Regularity of the half-line for Lévy processes
• Analytic proof of Pecherskii-Rogozin identity and Wiener-Hopf factorization
• Two renewal theorems for general random walks tending to infinity
• Local Behavior of Processes with Independent Increments
• Lower bounds of the Hausdorff dimension for the images of Feller processes

Cited In (5)

• Fine regularity of Lévy processes and linear (multi)fractional stable motion
• Time regularity of Lévy-type evolution in Hilbert spaces and of some \(\alpha \)-stable processes
• Moments of passage times for Lévy processes
• Title not available (Why is that?)
• Linnik Lévy process and some extensions

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