BULLETIN DES SCIENCES MATHEMATIQUES
|
1997年
/
121卷
/
05期
关键词:
Levy process;
hitting time;
D O I:
暂无
中图分类号:
O29 [应用数学];
学科分类号:
070104 ;
摘要:
Consider a real-valued Levy process X started at 0. One says that 0 is regular for (0, infinity) if X enters (0, infinity) immediately. ROGOZIN proved that 0 is regular for (0, infinity) if X has unbounded variation, and SHTATLAND that if X has bounded variation and drift coefficient delta, then 0 is regular for (0, infinity) when delta > 0 but not when delta < 0. We characterize in terms of their Levy measures the Levy processes with bounded variation and zero drift for which 0 is regular for (0, infinity). The result is related to a Theorem of ERICKSON On the asymptotic behaviour of random walks.
机构:
Ctr Atom Bariloche, RA-8400 San Carlos De Bariloche, ArgentinaCtr Atom Bariloche, RA-8400 San Carlos De Bariloche, Argentina
Garcia-Garcia, Reinaldo
论文数: 引用数:
h-index:
机构:
Rosso, Alberto
Schehr, Gregory
论文数: 0引用数: 0
h-index: 0
机构:
CNRS, F-91405 Orsay, France
Univ Paris 11, Lab Phys Theor Orsay, F-91405 Orsay, FranceCtr Atom Bariloche, RA-8400 San Carlos De Bariloche, Argentina