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)

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)

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Cited in

(6)

• Dini derivatives and regularity for exchangeable increment processes
• 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 no real title available?)
• Linnik Lévy process and some extensions

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