Perpetual Integrals for Levy Processes
classification
🧮 math.PR
keywords
levyintegralsperpetualprocesseszero-onealmostalreadyassumption
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We ask for necessary and sufficient conditions for almost sure finiteness of the perpetual integrals of a Levy process. Zero-one laws are already known for Brownian motion with drift and spectrally one-sided Levy processes. Under the assumption that local times exist, we use fluctuation theory and Jeulin's lemma to prove the zero-one law.
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