Skip navigation
Skip navigation

On continuity properties of the law of integrals of levy processes

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

CollectionsANU Research Publications
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

Download

File Description SizeFormat Image
01_Bertoin_On_continuity_properties_of_2008.pdf339.53 kBAdobe PDF    Request a copy
02_Bertoin_On_continuity_properties_of_2008.pdf3.12 MBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator