On continuity properties of the law of integrals of levy processes
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Bertoin, Jean; Lindner, Alexander; Maller, Ross
Description
Let (ξ, η) be a bivariate Lévy process such that the integral converges almost surely. We characterise, in terms of their Lévy measures, those Lévy processes for which (the distribution of) this integral has atoms. We then turn attention to almost su
Collections | ANU Research Publications |
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Date published: | 2008 |
Type: | Conference paper |
URI: | http://hdl.handle.net/1885/55183 |
Source: | Lecture Notes in Mathematics |
DOI: | 10.1007/978-3-540-77913-1_6 |
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02_Bertoin_On_continuity_properties_of_2008.pdf | 3.12 MB | Adobe PDF | Request a copy |
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