Year: 2017
Type: preprint
Abstract: Suppose $X_{t}$ is a one-dimensional and real-valued Lévy process started from $X_0=0$, which ({\bf 1}) its nonnegative jumps measure $ν$ satisfying $\int_{\Bbb R}\min\{1,x^2\}ν(dx)
Source: arXiv (Cornell University)
Language: English
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2581875099