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Suprema of L´ evy processes Jacek Malecki Wroclaw University We study the supremum functional Mt = sup0≤s≤t Xs , where Xt , t ≥ 0, is a one-dimensional L´evy process. Under very mild assumptions we provide a simp
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Document Date: 2012-11-26 04:39:27
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Suprema of L´ evy processes Jacek Malecki Wroclaw University We study the supremum functional Mt = sup0≤s≤t Xs , where Xt , t ≥ 0, is a one-dimensional L´evy process. Under very mild assumptions we provide a simp