Levy's distributional property for symmetric Levy processes

2014/08/02 by Hengyu Zhou, Zhou, Hengyu
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR

paper · pdf · doi:10.48550/arxiv.1408.0338

This paper has been withdrawn by the author due to a crucial sign error in equation

openalex publication_date 2014/08/02 · arxiv created 2015/04/26 · arxiv updated 2015/04/28 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present the Levy's distributional property for symmetric Levy processes with generating triplet (0, 0,ν) or (σ>0, γ, ν) where ν is a symmetric measure on R\backslash\0\. This generalizes the classical Levy's theorem about Brownian motions with drift.

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