Let $\{X_t^{(\mu)},t\ge 0\}$ be a L\'evy process on $R^d$ whose distribution at time 1 is $\mu$, and let $f$ be a nonrandom measurable function on $(0, a), 0 < a\leq \infty$. Then we can define a mapping $\Phi_f(\mu)$ by the…
Fecha:
2010-01-01
Recurso:
Electronic communications in probability
CIC - Centro de Información y Conocimiento Johannes Gutenberg ®