Two-parameter Levy processes along decreasing paths
Probability
2010-01-08 v1
Abstract
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.
Cite
@article{arxiv.1001.1134,
title = {Two-parameter Levy processes along decreasing paths},
author = {Shai Covo},
journal= {arXiv preprint arXiv:1001.1134},
year = {2010}
}
Comments
Accepted for publication in Journal of Theoretical Probability; the final publication is/will be available at http://www.springerlink.com