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arXiv · 1001.1134

Two-parameter Levy processes along decreasing paths

Shai Covo
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Abstract

Let {X_{t_1,t_2}: t_1,t_2 >= 0} be a two-parameter Lévy process on R^d. We study basic properties of the one-parameter process {X_{x(t),y(t)}: t \in T} where x and y are, respectively, nondecreasing and nonincreasing nonnegative continuous functions on the interval T. We focus on and characterize the case where the process has stationary increments.

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Shai Covo. 2010-01-07. Two-parameter Levy processes along decreasing paths. https://arxiv.org/abs/1001.1134

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