Extensions of Regularity for a Lévy Process

DOI10.1137/S0040585X97T988824zbMath1405.60061MaRDI QIDQ4580432

Ross A. Maller

Publication date: 15 August 2018

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

zbMATH Keywords

first passage timedominated variation conditionfirst passage of Lévy process below zeroregularity of a real-valued Lévy processRogozin regularity condition

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Sample path properties (60G17)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Identifying the successive Blumenthal-Getoor indices of a discretely observed process
• Spitzer's condition for random walks and Lévy processes
• Regularity of the half-line for Lévy processes
• Small-time behaviour of {L}évy processes
• Two renewal theorems for general random walks tending to infinity
• Lower bounds of the Hausdorff dimension for the images of Feller processes
• Passage of Lévy processes across power law boundaries at small times
• Analytic Proof of Pecherskii–Rogozin Identity and Wiener–Hopf Factorization
• VOTRE LÉVY RAMPE-T-IL?
• A Combinatorial Lemma and Its Application to Probability Theory
• The Strong Law of Large Numbers When the Mean is Undefined
• Local Behavior of Processes with Independent Increments
• On Distributions of Functionals Related to Boundary Problems for Processes with Independent Increments
• On a Theorem of Hsu and Robbins

This page was built for publication: Extensions of Regularity for a Lévy Process