Non-random overshoots of Lévy processes

Abstract

The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

14 pages

References in corpus (1)

• Fluctuation theory for upwards skip-free Lévy chains

Cited by in corpus (3)

• Fluctuation theory for upwards skip-free Lévy chains
• Markov chain approximations to scale functions of Lévy processes
• A note on the times of first passage for `nearly right-continuous' random walks