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 作者：Davar Khoshnevisan , Paavo Salminen , Marc Yor 来源：[J].Electronic Communications in Probability(IF 0.492), 2006, Vol.11, pp.108-117Project Euclid 摘要：... We present a second approach, based on Khas'minskii's lemma, which isapplicable also to spectrally negative L'evy processes. In the particular case oftransient Bessel processes, our criterion agrees with the one obtained via Jeulin'sconvergence lemma.
 作者：Nikola Sandrić 来源：[J].Electronic Communications in Probability(IF 0.492), 2013, Vol.18Project Euclid 摘要：In this paper, we give a sufficient condition for the transience for a class of onedimensional symmetric Lévy processes. More precisely, we prove that a one dimensionalsymmetric Lévy process with the Lévy measure $\nu(dy)=f(y)dy$ or $\nu(\{n\})=p_n$, wherethe density functio...
 作者：Arnaud Debussche , Michael Hoegele , Peter Imkeller 来源：[J].Electronic Communications in Probability(IF 0.492), 2011, Vol.16, pp.213-225Project Euclid 摘要：This article studies the behavior of stochastic reaction-diffusion equations driven byadditive regularly varying pure jump L'evy noise in the limit of small noise intensity. Itis shown that the law of the suitably renormalized first exit times from the domain ofattraction of a st...
 作者：Victoria Knopova , Alexei Kulik 来源：[J].Electronic Journal of Probability(IF 0.785), 2011, Vol.16, pp.1394-1433Project Euclid 摘要：... Exact asymptotic behavior is established for (a) the transition probability density of a real-valued Lévy process; (b) the transition probability density and the invariant distribution density of a Lévy driven Ornstein-Uhlenbeck process; (c) the distribution density of t...
 作者：Rene Schilling , Alexander Schnurr 来源：[J].Electronic Journal of Probability(IF 0.785), 2010, Vol.15, pp.1369-1393Project Euclid 摘要：We consider stochastic differential equations which are driven by multidimensional Levy processes. We show that the infinitesimal generator of the solution is a pseudo-differential operator whose symbol is calculated explicitely. For a large class of Feller processes many propert...
 作者：Chunrong Feng , Huaizhong Zhao 来源：[J].Electronic Journal of Probability(IF 0.785), 2010, Vol.15, pp.452-483Project Euclid 摘要：In this paper, we will prove that the local time of a Lévy process is a rough path of roughness $p$ a.s. for any $2 < p < 3$ under some condition for the Lévy measure. This is a new class of rough path processes. Then for any function $g$ of finite $q$-variation ($1\leq q <3$...
 作者：Loic Chaumont , Juan Carlos Pardo Millan 来源：[J].Electronic Journal of Probability(IF 0.785), 2006, Vol.11, pp.1321-1341Project Euclid 摘要：We establish integral tests and laws of the iterated logarithm for the lower envelope of positive self-similar Markov processes at 0 and $+\infty$. Our proofs are basedon the Lamperti representation and time reversal arguments. These results extend laws of the iterated logarithm ...
 作者：Erik Baurdoux , Andreas Kyprianou 来源：[J].Electronic Journal of Probability(IF 0.785), 2008, Vol.13, pp.173-197Project Euclid 摘要：We consider the stochastic-game-analogue of McKean's optimal stopping problem when the underlying source of randomness is a spectrally negative Lévy process. Compared to the solution for linear Brownian motion given in Kyprianou (2004) one finds two new phenomena. Firstly the...
 作者：Ming Yang 来源：[J].Electronic Communications in Probability(IF 0.492), 2007, Vol.12, pp.267-275Project Euclid 摘要：We prove that the expected Lebesgue measure of the range of an additive Levy process ispositive if and only if the product$\Re([1+\Psi_1(\xi)]^{-1})...\Re([1+\Psi_N(\xi)]^{-1})$ is integrable. This was previouslyproved by Khoshnevisan, Xiao and Zhong [1] under a sector condition.
 作者：Michael Marcus , Jay Rosen 来源：[J].Electronic Journal of Probability(IF 0.785), 2012, Vol.17Project Euclid 摘要：Let $X=\{X_{t},t\in R_{+}\}$ be a symmetric Lévy process with local time $\{L^{ x }_{ t}\,;\,(x,t)\in R^{ 1}\times R^{ 1}_{ +}\}$. When the Lévy exponent $\psi(\lambda)$ is regularly varying at zero with index $1<\beta\leq 2$, and satisfies some additional regularity conditio...