Lévy processes and continuous-state branching processes: part II
نویسنده
چکیده
In this section we discuss a simple feature of all Lévy processes which follows as a direct consequence of stationary independent increments. That is, when the path of a Lévy process over a finite time horizon is time reversed (in an appropriate sense) the new path is equal in law to the process reflected about the origin. This property will prove to be of crucial importance in a number of fluctuation calculations later on.
منابع مشابه
Lévy processes and continuous-state branching processes: part III
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تاریخ انتشار 2009