We prove a conjecture of Hendricks and Taylor that a Levy process in $\mathbb{R}^d$ with 1-potential kernel $u(x)$ will have $k$-multiple points if $\int_{|x| \leq 1} (u(x))^k dx < \infty$ and $u(0) > 0$.
Publié le : 1989-04-14
Classification:
Multiple points,
Levy processes,
60J30
@article{1176991412,
author = {Gall, Jean-Francois Le and Rosen, Jay S. and Shieh, Narn-Rueih},
title = {Multiple Points of Levy Processes},
journal = {Ann. Probab.},
volume = {17},
number = {4},
year = {1989},
pages = { 503-515},
language = {en},
url = {http://dml.mathdoc.fr/item/1176991412}
}
Gall, Jean-Francois Le; Rosen, Jay S.; Shieh, Narn-Rueih. Multiple Points of Levy Processes. Ann. Probab., Tome 17 (1989) no. 4, pp. 503-515. http://gdmltest.u-ga.fr/item/1176991412/