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LEVY PROCESSES AND HOMOGENEOUS KILLING TRANSFORMATION

LEVY PROCESSES AND HOMOGENEOUS KILLING TRANSFORMATION
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摘要 n this paper we introduce homogeneous multiplicative functionals of Levy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by suly-Lvy processes through the killing transformation. n this paper we introduce homogeneous multiplicative functionals of Levy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by suly-Lvy processes through the killing transformation.
作者 应贤刚
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1997年第4期405-409,共6页 应用数学学报(英文版)
关键词 Lvy processes multiplicative functionals Revuz measures sector condition Lvy processes, multiplicative functionals, Revuz measures, sector condition
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