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On continuity properties of the law of integrals of levy processes

Bertoin, Jean; Lindner, Alexander; Maller, Ross


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
Source: Lecture Notes in Mathematics
DOI: 10.1007/978-3-540-77913-1_6


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