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Showing 2004 · math.PRShow all
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math.PR2004★ 25 cited
Stochastic bounds for Levy processes
R. A. Doney
Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks ha…
math.PR2004★ 60 cited
Absolute continuity of symmetric Markov processes
Z. -Q. Chen, P. J. Fitzsimmons, M. Takeda +2
We study Girsanov's theorem in the context of symmetric Markov processes, extending earlier work of Fukushima-Takeda and Fitzsimmons on Girsanov transformations of ``gradient type.…