Non-Random Overshoots of Levy Processes

作者：Vidmar M^*

来源：Markov Processes and Related Fields, 2015, 21(1): 39-56.

• Levy processes
• overshoots
• first entrance/passage times
• fluctuation theory

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

• 出版日期2015