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Lévy processes and homogeneous killing transformation |
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| Authors: | Jiangang Ying |
| Institution: | (1) Department of Mathematics, Zhejiang University, 310027 Hangzhou;(2) Probability Laboratory, Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080 Beijing, China |
| Abstract: | In this paper we introduce homogeneous multiplicative functionals of Lévy processes and investigate their bivariate Revuz measures. We also prove that the sector condition will be inherited by sub-Lévy processes through the killing transformation.This research is supported in part by Zhejiang University Science Foundation. |
| Keywords: | Lé vy processes multiplicative functionals Revuz measures sector condition |
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