The Range of a Levy Process
Mountford, T. S. ; Port, S. C.
Ann. Probab., Tome 19 (1991) no. 4, p. 221-225 / Harvested from Project Euclid
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It is shown that all Levy processes on the line whose paths are of bounded variation have a closed range over any finite time interval that is nowhere dense except for those processes having positive (negative) drift with Levy measure finite on $(0, \infty)$ [finite on $(-\infty, 0)$].
Publié le : 1991-01-14
Classification:  Levy process,  range,  60J30,  60G17 
@article{1176990541,
     author = {Mountford, T. S. and Port, S. C.},
     title = {The Range of a Levy Process},
     journal = {Ann. Probab.},
     volume = {19},
     number = {4},
     year = {1991},
     pages = { 221-225},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176990541}
}

Mountford, T. S.; Port, S. C. The Range of a Levy Process. Ann. Probab., Tome 19 (1991) no. 4, pp.  221-225. http://gdmltest.u-ga.fr/item/1176990541/