Advances in Probability and Related Topics, Volume 3Peter Ney |
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argument bounded Brownian motion completes the proof condition constant Corollary corresponding countable defined denote derivative distribution equals equation Example exists follows formula given h-meas Hausdorff Hausdorff measure Hence hypothesis increasing process independent increments inequality Itô Laplace Lemma Lévy measure Lévy process lim inf lim sup limit theorem linear equivalence log log Markov chain Markov process martingale Math multiple points multiplicative operator functional nigh-martingale nonnegative obtain point process Poisson process probability measure proof of Theorem Proposition prove random evolutions random measures random variables result right continuous S₂ sample functions satisfies Section semigroup sequence space stochastic integral stochastic process strictly stable process strongly continuous subordinator T₁ T₂ term Theorem 4.1 theory topology v(dx v(dy values vector Verw Wahr Wiener process write zero αβ