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Lévy processes and homogeneous killing transformation

Lévy processes and homogeneous killing transformation In this paper we introduce homogeneous multiplicative functionals of Lévy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by sub-Lévy processes through the killing transformation. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Lévy processes and homogeneous killing transformation

Acta Mathematicae Applicatae Sinica , Volume 13 (4) – Jul 13, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1997 by Science Press, Beijing, China and Allerton Press, Inc., New York, U.S.A.
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF02009549
Publisher site
See Article on Publisher Site

Abstract

In this paper we introduce homogeneous multiplicative functionals of Lévy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by sub-Lévy processes through the killing transformation.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Jul 13, 2005

References