Observing a L\'evy process up to a stopping time
classification
🧮 math.PR
keywords
processrespstoppingtimealreadybeforecomponentcompound
read the original abstract
It is proved that the law of a possibly killed L\'evy process $X$, seen up to and including (resp. up to strictly before) a stopping time, determines already the law of $X$ (resp. up to a compound Poisson component and killing).
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