Non-random overshoots of L\'evy processes
Probability
2013-09-24 v2
Abstract
The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.
Cite
@article{arxiv.1301.4463,
title = {Non-random overshoots of L\'evy processes},
author = {Matija Vidmar},
journal= {arXiv preprint arXiv:1301.4463},
year = {2013}
}
Comments
14 pages