ABSOLUTE CONTINUITY OF DISTRIBUTIONS OF ONE-DIMENSIONAL LEVY PROCESSES

作者：Chang Tongkeun^*

来源：Journal of Applied Probability, 2017, 54(3): 852-872.

DOI：10.1017/jpr.2017.38

• Levy process
• Lebesgue density
• subordinator

In this paper we study the existence of Lebesgue densities of one-dimensional Levy processes. Equivalently, we show the absolute continuity of the distributions of one-dimensional Levy processes. Compared with the previous literature, we consider Levy processes with Levy symbols of a logarithmic behavior at infinity.

• 出版日期2017-9