List questions from levy-processes

Published on 20 Apr 2022 - 0:45

149

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Lévy process, characteristic function, $\frac{\psi(\xi)}{i \xi}$

Published on 24 Apr 2022 - 10:46

43

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When are levy flights superdiffusive and why?

Published on 16 May 2022 - 7:16

60

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Equivalence of a Levy measure

Published on 17 May 2022 - 0:35

70

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Why is $-cN/z^\alpha$ a good approximation for $\ln(1-F(z))^N$?

Published on 21 May 2022 - 20:37

31

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Lévy process, indicator function, sojourn time

Published on 23 Feb 2026 - 11:33

82

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How to build a Poisson random measure according a Levy Process

Published on 08 Jul 2022 - 0:15

34

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Stochastically continuous implies existence càdlàg modiciation?

Published on 15 Jul 2022 - 15:27

79

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How do I derive the law of supremum of a generic Levy process?

Published on 25 Aug 2022 - 12:11

115

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Example of a Levy measure with infinite mass around zero

Published on 25 Oct 2022 - 6:25

125

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Example of a Levy measure with infinite mass around zero but with finite second moment

Published on 25 Oct 2022 - 22:14

38

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If $\nu$ is a Levy measure, how to show that $\nu( (-\epsilon,\epsilon)^c ) <\infty$

Published on 30 Oct 2022 - 7:38

21

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Fractional integral related to stable process on half-space

Published on 27 Mar 2026 - 8:44

56

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Show that a Levy measure (which arises from a convergence of Infinitely Divisible random vectors) has infinite total mass

Published on 14 Nov 2022 - 8:10

290

Views

Show that a Levy measure $\nu$ (which arises from a convergence of Infinitely Divisible random vectors) is such that $\int x d\nu(x)=0$

Published on 14 Nov 2022 - 15:18

List Question

From Donsker's theorem to subordinate Brownian motion

Lévy process, characteristic function, $\frac{\psi(\xi)}{i \xi}$

When are levy flights superdiffusive and why?

Equivalence of a Levy measure

Why is $-cN/z^\alpha$ a good approximation for $\ln(1-F(z))^N$?

Lévy process, indicator function, sojourn time

How to build a Poisson random measure according a Levy Process

Stochastically continuous implies existence càdlàg modiciation?

How do I derive the law of supremum of a generic Levy process?

Example of a Levy measure with infinite mass around zero

Example of a Levy measure with infinite mass around zero but with finite second moment

If $\nu$ is a Levy measure, how to show that $\nu( (-\epsilon,\epsilon)^c ) <\infty$

Fractional integral related to stable process on half-space

Show that a Levy measure (which arises from a convergence of Infinitely Divisible random vectors) has infinite total mass

Show that a Levy measure $\nu$ (which arises from a convergence of Infinitely Divisible random vectors) is such that $\int x d\nu(x)=0$

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