Abstract
In this paper we introduce homogeneous multiplicative functionals of Lévy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by sub-Lévy processes through the killing transformation.
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This research is supported in part by Zhejiang University Science Foundation.
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Ying, J. Lévy processes and homogeneous killing transformation. Acta Mathematicae Applicatae Sinica 13, 405–409 (1997). https://doi.org/10.1007/BF02009549
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DOI: https://doi.org/10.1007/BF02009549