Basic Results on Lévy Processes

Ken-iti Sato ()

A chapter in Lévy Processes, 2001, pp 3-37 from Springer

Abstract: Abstract The development of the theoretical study of Lévy processes is sketched with a formulation of some of the basic results. After (1) characterization and existence theorems, we focus on six main streams: (2) the study of stable processes, (3) extensions of the results on stable processes, (4) im- petus from Hunt’s potential theory, (5) impetus from the theory of random walks, (6) distributional properties and self-decomposability, and (7) transformations of Lévy processes.

Keywords: Brownian Motion; Stable Process; Sample Function; Independent Increment; Compound Poisson Process (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-0197-7_1

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DOI: 10.1007/978-1-4612-0197-7_1

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