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Multiple points in the sample paths of a Lévy process
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  • Published: September 1987

Multiple points in the sample paths of a Lévy process

  • Steven N. Evans1 

Probability Theory and Related Fields volume 76, pages 359–367 (1987)Cite this article

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Summary

We obtain a sufficient condition for the sample paths of a Lévy process to contain multiple points. Our condition is close to one conjectured by Hendricks and Taylor.

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References

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Authors and Affiliations

  1. Department of Mathematics, University of Virginia, 22903, Charlottesville, VA, USA

    Steven N. Evans

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  1. Steven N. Evans
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Evans, S.N. Multiple points in the sample paths of a Lévy process. Probab. Th. Rel. Fields 76, 359–367 (1987). https://doi.org/10.1007/BF01297491

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  • Received: 03 December 1986

  • Revised: 30 May 1987

  • Issue Date: September 1987

  • DOI: https://doi.org/10.1007/BF01297491

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Keywords

  • Stochastic Process
  • Probability Theory
  • Mathematical Biology
  • Sample Path
  • Multiple Point
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