Electronic Resource
Springer
Journal of theoretical probability
7 (1994), S. 551-563
ISSN:
1572-9230
Keywords:
Stable process
;
increase points
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract One says thatt〉0 is an increase time for a real-valued path ω if ω stays above the level ω(t) immediately after timet, and below ω(t) immediately before timet. Dvoretzkyet al.,(10) proved that Brownian motion has no increase times a.s. This result is extended here to (strictly) stable processes. Specifically, the probability that a stable processX possesses increase times is 0 if and only ifP(X 1≥0)≤1/2.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02213568
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