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Notes on energy for space-time processes over Lévy processes
Published online by Cambridge University Press: 22 January 2016
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Let X = (Xt, 0 ≤ t < ∞) be a Lévy process on the Euclidean space Rd, that is, a process on Rd with stationary independent increments which has right continuous paths with left limits. We denote by Px the probability measure such that PX(X0 = x) = 1 and by Ex the expectation relative to Px. The process is characterized by the exponent Ψ through
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1991
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