A solution of an equation for indexed functions
Petr Lachout (2004)
Acta Universitatis Carolinae. Mathematica et Physica
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Displaying similar documents to “Linear transformations of Wiener process that born Wiener process, Brownian bridge or Ornstein-Uhlenbeck process”
A solution of an equation for indexed functions
Perturbed Bessel processes
R.A. Doney, Jonathan Warren, Marc Yor (1998)
Séminaire de probabilités de Strasbourg
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Some consequences of the cyclic exchangeability property for exponential functionals of Lévy processes
Loïc Chaumont, David G. Hobson, Marc Yor (2001)
Séminaire de probabilités de Strasbourg
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Density in small time for Lévy processes
Jean Picard (2010)
ESAIM: Probability and Statistics
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The density of real-valued Lévy processes is studied in small time under the assumption that the process has many small jumps. We prove that the real line can be divided into three subsets on which the density is smaller and smaller: the set of points that the process can reach with a finite number of jumps (Δ-accessible points); the set of points that the process can reach with an infinite number of jumps (asymptotically Δ-accessible points); and the set of points that the process...