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Proper two-sided exits of a Lévy processVidmar, Matija, 1988-Dokazano je, da so dvostranski izhodi Levyjevega procesa pravi, tj. skoraj gotovo niso enaki njihovim enostranskim ustreznikom, če in samo če omenjeni proces ni subordinator ali aditivni inverz ... subordinatorja. Poleg tega so karakterizirani Levyjevi procesi za katere je podpora časov prvega izhoda iz omejenih intervalov, hkrati na vsakem od dogodkov, ki ustrezajo izhodu na spodnji in zgornji meji, neoomejena, oz. vsebuje ▫$0$▫, oz. je enaka ▫$[0, \infty]$▫.Source: Statistics & probability letters. - ISSN 0167-7152 (Vol. 125, 2017, str. 160-163)Type of material - article, component part ; adult, seriousPublish date - 2017Language - englishCOBISS.SI-ID - 17941593
Author
Vidmar, Matija, 1988-
Topics
Lévyjev proces |
dvostranski izhod |
podpora mere |
Lévy process |
two-sided exit |
support of measure
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Vidmar, Matija, 1988- | 37670 |
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