Sinaıˇ's condition for real valued Lévy processes
Víctor Rivero (2007)
Annales de l'I.H.P. Probabilités et statistiques
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Displaying similar documents to “Convex rearrangements of Lévy processes”
Sinaıˇ's condition for real valued Lévy processes
Spitzer's condition for random walks and Lévy processes
J. Bertoin, R. A. Doney (1997)
Annales de l'I.H.P. Probabilités et statistiques
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Asymptotic properties of power variations of Lévy processes
Jean Jacod (2007)
ESAIM: Probability and Statistics
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We determine the asymptotic behavior of the realized power variations, and more generally of sums of a given function evaluated at the increments of a Lévy process between the successive times Δ for = 0,1,...,. One can elucidate completely the first order behavior, that is the convergence in probability of such sums, possibly after normalization and/or centering: it turns out that there is a rather wide variety of possible behaviors, depending on the structure of jumps and on the...