On continuity properties of the law of integrals of levy processes

Bertoin, Jean; Lindner, Alexander; Maller, Ross

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On continuity properties of the law of integrals of levy processes

Date

2008

Authors

Bertoin, Jean

Lindner, Alexander

Maller, Ross

Publisher

Springer-Verlag Berlin Heidelberg

Abstract

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