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arXiv · 1812.05128

Observing a Lévy process up to a stopping time

Matija Vidmar
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Abstract

It is proved that the law of a possibly killed Lévy process $X$, seen up to and including (resp. up to strictly before) a stopping time, determines already the law of $X$ (resp. up to a compound Poisson component and killing).

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Matija Vidmar. 2018-12-12. Observing a Lévy process up to a stopping time. https://arxiv.org/abs/1812.05128

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