一个鞅不等式在研究Lévy过程样本轨道性质中的应用

Application of a Martingale Inequality to the Studying on Sample Path Properties of Lévy Processes

以一个鞅不等式为工具，研究Ｌéｖｙ 过程的样本轨道性质，对其特例Ｐｏｉｓｓｏｎ 过程、复合Ｐｏｉｓｓｏｎ 过程也得到类似的结论。

Sample path properties of Lévy processes are discussed by means of a martingale inequality,and a similar conclusion is obtained for their special cases of Poisson processes and compound Poisson processes.