Timeline for What is the sufficient and necessary condition for Blumenthal-Gettor index = 0?
Current License: CC BY-SA 4.0
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Dec 18, 2021 at 22:17 | history | edited | Fractional analysics | CC BY-SA 4.0 |
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Dec 18, 2021 at 22:16 | comment | added | Fractional analysics | Let me make it more clear: I would like to find a specific class of Levy process that satisfies the sufficient and necessary condition in terms of $\beta =0$. | |
Dec 18, 2021 at 22:10 | history | edited | Fractional analysics | CC BY-SA 4.0 |
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Dec 18, 2021 at 22:01 | comment | added | Mateusz Kwaśnicki | Condition in terms of... what? The definition already gives you a necessary and sufficient condition in terms of the Lévy measure, and conditions in terms of the characteristic exponent are well-known, too, so it is difficult to guess what kind of conditions you are looking for. | |
Dec 18, 2021 at 21:56 | history | asked | Fractional analysics | CC BY-SA 4.0 |