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arXiv · 1408.0338

Levy's distributional property for symmetric Levy processes

Hengyu Zhou
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Abstract

We present the Levy's distributional property for symmetric Levy processes with generating triplet $(0, 0,\nu)$ or $(\sigma>0, \gamma, \nu)$ where $\nu$ is a symmetric measure on $R\backslash\{0\}$. This generalizes the classical Levy's theorem about Brownian motions with drift.

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Hengyu Zhou. 2014-08-02. Levy's distributional property for symmetric Levy processes. https://arxiv.org/abs/1408.0338

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