Collisions of Lévy processes
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- by Narn-Rueih Shieh PDF
- Proc. Amer. Math. Soc. 106 (1989), 503-506 Request permission
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.References
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Additional Information
- © Copyright 1989 American Mathematical Society
- Journal: Proc. Amer. Math. Soc. 106 (1989), 503-506
- MSC: Primary 60J30; Secondary 60J45
- DOI: https://doi.org/10.1090/S0002-9939-1989-0963576-7
- MathSciNet review: 963576