Sufficient conditions for unimodality of non-symmetric Lévy processes
This paper is to improve a previous one by the same author, on non- symmetric unimodal Lévy processes that are not of class \(L\). More precisely it gives sufficient conditions of unimodality, in terms of their Lévy measures. Indeed the author shows the existence of unimodal non-symmetric Lévy processes that are not of class \(L\), and he also gives a necessary and sufficient condition for unimodality of one-sided Lévy processes, while Yamazato proved that every process of class \(L\) is unimodal.
scientific article; zbMATH DE number 92934