Finiteness of integrals of functions of Lévy processes

DOI10.1112/plms/pdl011zbMath1121.60057OpenAlexW2133298623MaRDI QIDQ3434055

K. Bruce Erickson, Ross A. Maller

Publication date: 23 April 2007

Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1112/plms/pdl011

zbMATH Keywords

Lévy processstochastic integral

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Strong limit theorems (60F15) Stochastic integrals (60H05) Stable stochastic processes (60G52)

Related Items

Compactness and continuity properties for a Lévy process at a two-sided exit time, Small-time compactness and convergence behavior of deterministically and self-normalised Lévy processes, Passage of Lévy processes across power law boundaries at small times, Global regime for general additive functionals of conditioned Bienaymé-Galton-Watson trees

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