Indexing metadata

Finitely Polynomially Determined Lévy Processes


 
Dublin Core PKP Metadata Items Metadata for this Document
 
1. Title Title of document Finitely Polynomially Determined Lévy Processes
 
2. Creator Author's name, affiliation, country Arindam Sengupta; Indian Statistical Institute
 
2. Creator Author's name, affiliation, country Anish Sarkar; Indian Statistical Institute (Delhi Centre)
 
3. Subject Discipline(s) Mathematics
 
3. Subject Keyword(s) Lévy process, additive process, Lévy's characterisation, Lévy measure, Kolmogorov measure.
 
3. Subject Subject classification 60G44, 60J30
 
4. Description Abstract A time-space harmonic polynomial for a continuous-time process $X=\{X_t : t \ge 0\} $ is a two-variable polynomial $ P $ such that $ \{ P(t,X_t) : t \ge 0 \} $ is a martingale for the natural filtration of $ X $. Motivated by Lévy's characterisation of Brownian motion and Watanabe's characterisation of the Poisson process, we look for classes of processes with reasonably general path properties in which a characterisation of those members whose laws are determined by a finite number of such polynomials is available. We exhibit two classes of processes, the first containing the Lévy processes, and the second a more general class of additive processes, with this property and describe the respective characterisations.
 
5. Publisher Organizing agency, location
 
6. Contributor Sponsor(s)
 
7. Date (YYYY-MM-DD) 2000-08-30
 
8. Type Status & genre Peer-reviewed Article
 
8. Type Type
 
9. Format File format PDF
 
10. Identifier Uniform Resource Identifier http://ejp.ejpecp.org/article/view/80
 
10. Identifier Digital Object Identifier 10.1214/EJP.v6-80
 
11. Source Journal/conference title; vol., no. (year) Electronic Journal of Probability; Vol 6
 
12. Language English=en en
 
14. Coverage Geo-spatial location, chronological period, research sample (gender, age, etc.)
 
15. Rights Copyright and permissions The Electronic Journal of Probability applies the Creative Commons Attribution License (CCAL) to all articles we publish in this journal. Under the CCAL, authors retain ownership of the copyright for their article, but authors allow anyone to download, reuse, reprint, modify, distribute, and/or copy articles published in EJP, so long as the original authors and source are credited. This broad license was developed to facilitate open access to, and free use of, original works of all types. Applying this standard license to your work will ensure your right to make your work freely and openly available.

Summary of the Creative Commons Attribution License

You are free
  • to copy, distribute, display, and perform the work
  • to make derivative works
  • to make commercial use of the work
under the following condition of Attribution: others must attribute the work if displayed on the web or stored in any electronic archive by making a link back to the website of EJP via its Digital Object Identifier (DOI), or if published in other media by acknowledging prior publication in this Journal with a precise citation including the DOI. For any further reuse or distribution, the same terms apply. Any of these conditions can be waived by permission of the Corresponding Author.