Upper functions for sample paths of Lévy(-type) processes
Author:
Affiliation:
1. TU Dresden, Fakultät Mathematik, Institut für Mathematische Stochastik, 01062 Dresden, Germany
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference41 articles.
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2. Pruitt, W.E. (1981). The growth of random walks and Lévy processes. Ann. Probab. 9 948–956.
3. Gut, A. (2005). Probability: A Graduate Course. Springer Texts in Statistics. New York: Springer.
4. Bass, R.F. (1988). Uniqueness in law for pure jump Markov processes. Probab. Theory Related Fields 79 271–287. 10.1007/BF00320922
5. Bass, R.F. and Tang, H. (2009). The martingale problem for a class of stable-like processes. Stochastic Process. Appl. 119 1144–1167. 10.1016/j.spa.2008.06.003
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