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January, 1991 The Range of a Levy Process
T. S. Mountford, S. C. Port
Ann. Probab. 19(1): 221-225 (January, 1991). DOI: 10.1214/aop/1176990541

Abstract

It is shown that all Levy processes on the line whose paths are of bounded variation have a closed range over any finite time interval that is nowhere dense except for those processes having positive (negative) drift with Levy measure finite on $(0, \infty)$ [finite on $(-\infty, 0)$].

Citation

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T. S. Mountford. S. C. Port. "The Range of a Levy Process." Ann. Probab. 19 (1) 221 - 225, January, 1991. https://doi.org/10.1214/aop/1176990541

Information

Published: January, 1991
First available in Project Euclid: 19 April 2007

zbMATH: 0723.60039
MathSciNet: MR1085333
Digital Object Identifier: 10.1214/aop/1176990541

Subjects:
Primary: 60J30
Secondary: 60G17

Keywords: Levy process , ‎range‎

Rights: Copyright © 1991 Institute of Mathematical Statistics

Vol.19 • No. 1 • January, 1991
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