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Proceedings of the American Mathematical Society
Proceedings of the American Mathematical Society
ISSN 1088-6826(online) ISSN 0002-9939(print)

 

Collisions of Lévy processes


Author: Narn-Rueih Shieh
Journal: Proc. Amer. Math. Soc. 106 (1989), 503-506
MSC: Primary 60J30; Secondary 60J45
MathSciNet review: 963576
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Abstract: Let $ X,Y$ be two independent Lévy processes in $ R$. We describe simple conditions on the density functions of $ X,Y$ which guarantee that the paths $ X( \cdot ),Y( \cdot )$ will have uncountably many collisions almost surely.


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Additional Information

DOI: http://dx.doi.org/10.1090/S0002-9939-1989-0963576-7
PII: S 0002-9939(1989)0963576-7
Keywords: Lévy processes, collisions, level sets
Article copyright: © Copyright 1989 American Mathematical Society