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Votre Lévy Rampe‐T‐IL?
Author(s) -
Vigon Vincent
Publication year - 2002
Publication title -
journal of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.441
H-Index - 62
eISSN - 1469-7750
pISSN - 0024-6107
DOI - 10.1112/s0024610701002885
Subject(s) - mathematics
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.)