T. Simon

activity

20032007

most citedThe lower tail problem for homogeneous functionals of stable processes with no negative jumps

15 citations · 15 across the 5 of their papers we have counts for

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Showing 2003 · math.PRShow all

2 papers · 2 filters

math.PR2003

Small deviations in p-variation for stable processes

T. Simon

Let ${Z_{t}, t \geq 0}$ be a strictly stable process on $R$ with index $α \in (0, 2]$ . We prove that for every $p > α$ , there exists $γ = γ (α, p)$ and $\k = \k (α, p)\in (0, +\infty)$…

math.PR2003

Small deviations in p-variation norm for multidimensional Levy processes

T. Simon

Let Z be an Rd-valued Levy process with strong finite p-variation for some p<2. We prove that the ''decompensated'' process Y obtained from Z by annihilating its generalized drift…