Observing a Lévy process up to a stopping time
| Autor: | Matija Vidmar |
|---|---|
| Rok vydání: | 2019 |
| Předmět: |
Statistics and Probability
Component (thermodynamics) 010102 general mathematics Poisson distribution 01 natural sciences Lévy process 010104 statistics & probability symbols.namesake Stopping time symbols Applied mathematics Markov property 0101 mathematics Statistics Probability and Uncertainty Mathematics |
| Zdroj: | Statistics & Probability Letters. 150:121-125 |
| ISSN: | 0167-7152 |
| DOI: | 10.1016/j.spl.2019.03.002 |
| Popis: | It is proved that the law of a possibly killed Levy process X , seen up to and including (resp. up to strictly before) a stopping time, determines already the law of X (resp. up to a compound Poisson component and killing). |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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