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VOTRE LÉVY RAMPE-T-IL?

Published online by Cambridge University Press:  06 March 2002

VINCENT VIGON
Affiliation:
Laboratoire de Mathématique, INSA de Rouen, 1 Place Emil Blondel, 76130 Mont St Aignau, France; vigon@lmi.insa-rouen.fr
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Abstract

The paper gives a necessary and sufficient criterion on the Lévy measure that determines whether a Lévy process creeps. (The author says that a Lévy process creeps if it can continuously pass a fixed level.)

Type
Research Article
Copyright
2002 London Mathematical Society

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