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On continuity properties of the law of integrals of levy processes

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dc.contributor.authorBertoin, Jean
dc.contributor.authorLindner, Alexander
dc.contributor.authorMaller, Ross
dc.coverage.spatialNancy
dc.date.accessioned2015-12-10T22:30:39Z
dc.date.created2005
dc.date.issued2008
dc.date.updated2016-06-14T08:58:57Z
dc.description.abstractLet (ξ, η) be a bivariate Lévy process such that the integral converges almost surely. We characterise, in terms of their Lévy measures, those Lévy processes for which (the distribution of) this integral has atoms. We then turn attention to almost su
dc.identifier.isbn9783540779124
dc.identifier.issn0075-8434
dc.identifier.urihttp://hdl.handle.net/1885/55183
dc.publisherSpringer-Verlag Berlin Heidelberg
dc.relation.ispartofseriesSeminaire de Probabilites XLI
dc.sourceLecture Notes in Mathematics
dc.titleOn continuity properties of the law of integrals of levy processes
dc.typeConference paper
local.bibliographicCitation.lastpage159
local.bibliographicCitation.startpage137
local.contributor.affiliationBertoin, Jean, Universite Paris VI
local.contributor.affiliationLindner, Alexander, Munich University of Technology
local.contributor.affiliationMaller, Ross, College of Physical and Mathematical Sciences, ANU
local.contributor.authoruidMaller, Ross, u4061848
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor010406 - Stochastic Analysis and Modelling
local.identifier.absfor010405 - Statistical Theory
local.identifier.absseo970101 - Expanding Knowledge in the Mathematical Sciences
local.identifier.ariespublicationu4105084xPUB321
local.identifier.citationvolume1934
local.identifier.doi10.1007/978-3-540-77913-1_6
local.identifier.scopusID2-s2.0-51849127412
local.type.statusPublished Version

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