THE RANGE OF A LEVY PROCESS
成果类型：
Article
署名作者：
MOUNTFORD, TS; PORT, SC
刊物名称：
ANNALS OF PROBABILITY
ISSN/ISSBN：
0091-1798
DOI：
10.1214/aop/1176990541
发表日期：
1991
页码：
221-225
关键词：
摘要：
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, infinity) [finite on (-infinity, 0)].