Timeline for simultaneous jumps of independent Levy processes
Current License: CC BY-SA 3.0
7 events
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| Oct 10, 2013 at 12:57 | comment | added | mpr | Countably infinite number of jumps of size greater than $1/n$ in a finite time interval? | |
| Oct 10, 2013 at 12:44 | comment | added | Bati | $J_{i,n}$ is not finite, it could be countably infinite. You can see this from the Levy-Ito decomposition. | |
| Oct 10, 2013 at 11:25 | history | edited | mpr | CC BY-SA 3.0 |
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| Oct 10, 2013 at 11:25 | comment | added | mpr | The question, as I read it, was to show that independent Levy processes have no simultaneous jumps, which is to say that $J_i\cap J_j$ is empty. Maybe I am missing something. | |
| Oct 10, 2013 at 8:02 | comment | added | The Bridge | @ mpr : I am not sure you are answering the question. Regards | |
| Oct 7, 2013 at 20:17 | history | edited | mpr | CC BY-SA 3.0 |
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| Oct 7, 2013 at 14:34 | history | answered | mpr | CC BY-SA 3.0 |