arXiv Analytics

Sign in

arXiv:1301.4463 [math.PR]AbstractReferencesReviewsResources

Non-random overshoots of Lévy processes

Matija Vidmar

Published 2013-01-18, updated 2013-09-23Version 2

The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

Comments: 14 pages
Categories: math.PR
Subjects: 60G51
Related articles: Most relevant | Search more
arXiv:1003.2122 [math.PR] (Published 2010-03-10)
Right inverses of Levy processes: the excursion measure in the general case
arXiv:math/0502192 [math.PR] (Published 2005-02-09)
On maxima and ladder processes for a dense class of Levy processes
arXiv:math/0701271 [math.PR] (Published 2007-01-10)
Fluctuations of Levy processes and scattering theory

Links

Toolbox