Observing a L\'evy process up to a stopping time
Probability
2018-12-14 v1
Abstract
It is proved that the law of a possibly killed L\'evy process , seen up to and including (resp. up to strictly before) a stopping time, determines already the law of (resp. up to a compound Poisson component and killing).
Keywords
Cite
@article{arxiv.1812.05128,
title = {Observing a L\'evy process up to a stopping time},
author = {Matija Vidmar},
journal= {arXiv preprint arXiv:1812.05128},
year = {2018}
}