Question

why does $\lim_{s \to t} P(|L(t)-L(s)|>\epsilon) =0 \implies \Delta L(t)=0$ P.as

score 46 · Answer 1 · 2015-06-05 08:10:57

46

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why does $\lim_{s \to t} P(|L(t)-L(s)|>\epsilon) =0 \implies \Delta L(t)=0$ P.as

Published on 05 Jun 2015 - 8:10

score 114 · Answer 2 · 2015-06-06 15:16:32

114

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levy process and its characteristic function

Published on 06 Jun 2015 - 15:16

score 588 · Answer 3 · 2015-06-10 16:40:39

588

Views

Intuitive explanation why finite activity Lévy processes does not have finite moments

Published on 10 Jun 2015 - 16:40

score 318 · Answer 4 · 2015-06-18 09:34:04

318

Views

Properties of the inverse stable subordinator

Published on 18 Jun 2015 - 9:34

score 183 · Answer 5 · 2015-07-02 12:40:42

183

Views

Bounded L2 increments for an Ornstein Uhlenbeck type process

Published on 02 Jul 2015 - 12:40

score 208 · Answer 6 · 2015-07-21 09:21:12

208

Views

Potential measure of the product of (independent $\alpha$-stable) subordinators

Published on 21 Jul 2015 - 9:21

score 84 · Answer 7 · 2015-07-22 06:27:40

84

Views

Derivations in paper "Brownian Distance Covariance" and their intuition

Published on 22 Jul 2015 - 6:27

score 142 · Answer 8 · 2015-07-27 14:55:34

142

Views

Change from stochastic exponential to exponential of Lévy process - Applebaum

Published on 27 Jul 2015 - 14:55

score 246 · Answer 9 · 2015-08-03 13:23:56

246

Views

Largest jumps of a spectrally positive $\alpha$-stable process

Published on 03 Aug 2015 - 13:23

score 249 · Answer 10 · 2015-08-09 08:23:27

249

Views

Lévy-Khintchine formula and Taylor expansion

Published on 09 Aug 2015 - 8:23

score 22 · Answer 11 · 2015-08-15 23:57:17

22

Views

Differentiability of $E[1_{\tau > T} \mid X_t = x]$ where $X_t$ is a Lévy process

Published on 15 Aug 2015 - 23:57

score 42 · Answer 12 · 2015-08-28 00:09:24

42

Views

What is the interpretation of $\nu(dy - x)$ where $\nu$ is a Lévy measure?

Published on 28 Aug 2015 - 0:09

score 34 · Answer 13 · 2015-09-02 00:16:16

34

Views

Finding a predictable process $\lambda$ such that $dA_t = d\langle M \rangle_t \lambda_t$ where $Y = M + A$ is an exponential Lévy process

Published on 02 Sep 2015 - 0:16

score 189 · Answer 14 · 2015-09-11 03:12:57

189

Views

Completions of $\sigma$-algebras generated by Levy process are independent

Published on 11 Sep 2015 - 3:12

score 303 · Answer 15 · 2015-09-20 12:38:39

303

Views

What is the Lévy measure of the Student's $t$-distribution?

Published on 20 Sep 2015 - 12:38

List Question

why does $\lim_{s \to t} P(|L(t)-L(s)|>\epsilon) =0 \implies \Delta L(t)=0$ P.as

levy process and its characteristic function

Intuitive explanation why finite activity Lévy processes does not have finite moments

Properties of the inverse stable subordinator

Bounded L2 increments for an Ornstein Uhlenbeck type process

Potential measure of the product of (independent $\alpha$-stable) subordinators

Derivations in paper "Brownian Distance Covariance" and their intuition

Change from stochastic exponential to exponential of Lévy process - Applebaum

Largest jumps of a spectrally positive $\alpha$-stable process

Lévy-Khintchine formula and Taylor expansion

Differentiability of $E[1_{\tau > T} \mid X_t = x]$ where $X_t$ is a Lévy process

What is the interpretation of $\nu(dy - x)$ where $\nu$ is a Lévy measure?

Finding a predictable process $\lambda$ such that $dA_t = d\langle M \rangle_t \lambda_t$ where $Y = M + A$ is an exponential Lévy process

Completions of $\sigma$-algebras generated by Levy process are independent

What is the Lévy measure of the Student's $t$-distribution?

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