Two-parameter Levy processes along decreasing paths

Details Two-parameter Levy processes along decreasing paths Two-parameter Levy processes along decreasing paths

2010-01-07

arxiv.org/abs/1001.1134v1

Mathematics

Probability

Accepted for publication in Journal of Theoretical Probability; the final publication is/will be available at http://www.sprin

Scientific paper

Let {X_{t_1,t_2}: t_1,t_2 >= 0} be a two-parameter L\'evy process on R^d. We
study basic properties of the one-parameter process {X_{x(t),y(t)}: t \in T}
where x and y are, respectively, nondecreasing and nonincreasing nonnegative
continuous functions on the interval T. We focus on and characterize the case
where the process has stationary increments.

Affiliated with

Also associated with

No associations

Rating

Two-parameter Levy processes along decreasing paths does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Two-parameter Levy processes along decreasing paths, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Two-parameter Levy processes along decreasing paths will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-374132