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• W16040902 abstract "The Levy and jump measures are two key characteristics of Levy processes. This paper fills what seems to be a simple gap in the literature, by giving an explicit relation between the jump measure, which is a Poisson random measure, and the L´evy measure. This relation paves the way to a simple proof of the classical result on path continuity of Levy processes in Section 2.The jump function in Paul Levy’s version of the Levy-Khinchine formula and the Levy measure in more recent characterizations essentially play the same role, but with different drift and Gaussian components. This point is shown in detail in Section 3, together with an explicit relation between the jump function and the Levy measure." @default.
• W16040902 created "2016-06-24" @default.
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• W16040902 date "2007-10-01" @default.
• W16040902 modified "2023-09-27" @default.
• W16040902 title "On the Relation Between The Lévy Measure And The Jump Function Of A Lévy Process" @default.
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