2 papers
math.PR2015
Random Interlacements via Kuznetsov Measures
Steffen Dereich, Leif Doering
The aim of this note is to give an alternative construction of interlacements - as introduced by Sznitman - which makes use of classical probabilistic potential theory. In particul…
math.PR2015
Perpetual Integrals for Levy Processes
Leif Doering, Andreas E. Kyprianou
We ask for necessary and sufficient conditions for almost sure finiteness of the perpetual integrals of a Levy process. Zero-one laws are already known for Brownian motion with dri…