Sur les petites déviations d'un processus de Lévy

Potential Analysis

Volumn 14, Issue 2, 2001, Pages 155-173

  Simon, Thomas ^a  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035587796     PISSN: 09262601     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1008711917156     Document Type: Article

References (9)

1. Berg, Ch. and Forst, G.: Potential theory on locally compact Abelian groups. Springer, Berlin, 1974.
2. Huff, B.: 'The strict subordination of a differential process', Sankha Sera. A 31 (1969), 403-412.
3. Ikeda, N. and Watanabe, S.: Stochastic differential equations and diffusion processes. North-Holland, 1989.
4. Sharpe, M.J.: 'Support of convolution semigroups and densities', in: Heyer (ed.), Probability measures on groups and related structures, Oberwolfach 1994, 364-369. World Scientific Publishing, Singapore, 1995.
5. Shi, Z.: 'Lower tails of quadratic functionals of symmetric stable processes', preprint, 1999.
6. Simon, Th.: 'Support theorem for jump processes', preprint, 1999.
7. Stroock, D.W. and Varadhan, S.R.S.: 'On the support of diffusion processes with applications to the strong maximum principle', in: Proc. 6th Berkeley Symp. Math. Stat. Probability III, 333-359. Univ. California Press, Berkeley, 1972.
8. Tortrat, A.: 'Sur le support de certaines lois indéfiniment divisibles dans un espace vectoriel'. Ann. Inst. Henri Poincaré Prob. Statistiques 18 (1982), 395-409.
9. Tortrat, A.: 'Le support des lois indéfiniment divisibles dans un groupe Abélien localement compact'. Math. Zeitschrift 197 (1988), 231-250.