Timeline for simultaneous jumps of independent Levy processes
Current License: CC BY-SA 3.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 13, 2017 at 7:49 | answer | added | JGWang | timeline score: 1 | |
| Jun 11, 2017 at 20:37 | answer | added | user74045 | timeline score: 1 | |
| Oct 7, 2013 at 14:34 | answer | added | mpr | timeline score: 1 | |
| Oct 7, 2013 at 12:03 | comment | added | ofer zeitouni | use independence and fubini. | |
| Oct 7, 2013 at 12:00 | history | edited | Ofer | CC BY-SA 3.0 |
added 16 characters in body
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| Oct 7, 2013 at 11:32 | comment | added | Ofer | Thank you. I'm familiar with the fact that for a Levy process $X_t$ and some $s\in \mathbb{R}$ $\bigtriangleup X_{s}=0$ a.s. However, since the number of $s\in \mathbb{R}$ for which a jump occurred might not be measurable I don't see how it answers my question. | |
| Oct 6, 2013 at 20:10 | comment | added | Martin Hairer | You should easily find results stating that for any deterministic time $t$, a Lévy process has almost surely no jumps at time $t$. The statement you're looking for is then an immediate corollary. | |
| Oct 6, 2013 at 15:29 | history | asked | Ofer | CC BY-SA 3.0 |