arXiv 1606.016332016-06-06math.STmath.PRstat.TH

Lévy过程在0附近保持正的概率条件

Conditions for a Lévy process to stay positive near 0, in probability

Ross A. Maller

备注：: Published at http://dx.doi.org/10.3150/15-BEJ716 in the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)
发表信息：: Bernoulli 2016, Vol. 22, No. 4, 1963-1978
DOI：: 10.3150/15-BEJ716

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摘要：

利用Lévy过程$X$的特征，给出了Lévy过程$X$在0附近概率为正的充要条件，该条件是在研究$X$在0附近的Chung型律时得到的.

英文摘要：

A necessary and sufficient condition for a Lévy process $X$ to stay positive, in probability, near 0, which arises in studies of Chung-type laws for $X$ near 0, is given in terms of the characteristics of $X$.

机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。