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arxiv: 1301.4463 · v2 · pith:RBH2EVHEnew · submitted 2013-01-18 · 🧮 math.PR

Non-random overshoots of L\'evy processes

classification 🧮 math.PR
keywords overshootsprocessesalmostcharacterizedclassconstantlevynon-random
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The class of Levy processes for which overshoots are almost surely constant quantities is precisely characterized.

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