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New posts in levy-processes
If $X$ is a Lévy process, why is $t\mapsto\sum_{\substack{s\in[0,\:t]\\\Delta X_s(\omega)}}1_B(\Delta X_s(\omega))$ càdlàg?
probability-theory
measure-theory
stochastic-processes
levy-processes
If $\tau$ is a stopping time with $\text P[\tau>s+t]=\text P[\tau>s]\text P[\tau>t]$, how do we determine the rate of the exponential distribution?
probability-theory
measure-theory
stochastic-processes
exponential-distribution
levy-processes
Proving properties for the Poisson-process.
stochastic-processes
levy-processes
poisson-process
Are nonnegative Lévy processes almost always nondecreasing?
stochastic-processes
levy-processes
Can a stochastic process have stationary increments which are not independent increments?
stochastic-processes
levy-processes
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