Levy's distributional property for symmetric Levy processes

Hengyu Zhou

Levy's distributional property for symmetric Levy processes

Probability 2015-04-28 v3

Authors: Hengyu Zhou

Abstract

We present the Levy's distributional property for symmetric Levy processes with generating triplet $(0, 0,\nu)$ or $(\sigma>0, \gamma, \nu)$ where $\nu$ is a symmetric measure on $R\backslash\{0\}$ . This generalizes the classical Levy's theorem about Brownian motions with drift.

Keywords

lévy processes

Cite

@article{arxiv.1408.0338,
  title  = {Levy's distributional property for symmetric Levy processes},
  author = {Hengyu Zhou},
  journal= {arXiv preprint arXiv:1408.0338},
  year   = {2015}
}

Comments

This paper has been withdrawn by the author due to a crucial sign error in equation

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