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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- Lipschitz minorants of Brownian motion and Lévy processes
- Abrupt Lévy processes.
- Occupation Time and the Lebesgue Measure of the Range for a Levy Process
- Perturbation of functions by the paths of a Lévy process
- On nowhere differentiability for Lévy processes
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