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Notes on energy for space-time processes over Lévy processes

Published online by Cambridge University Press:  22 January 2016

Mamoru Kanda
Mamoru Kanda*
Affiliation:
Department of Mathematics, University of Tsukuba, Tsukuba-shi, Ibaraki 305, Japan
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Let X = (Xt , 0 ≤ t < ∞) be a Lévy process on the Euclidean space Rd , that is, a process on Rd with stationary independent increments which has right continuous paths with left limits. We denote by Px the probability measure such that PX(X0 = x) = 1 and by Ex the expectation relative to Px . The process is characterized by the exponent Ψ through

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Information

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 122 , June 1991 , pp. 63 - 74
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1991

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