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On Perpetual Integrals

Leif Döring
Thieleseminar
Tirsdag, 14 juni, 2016, at 13:15-14:00, in Koll. G3 (1532-218)
Abstrakt:
We discuss a 0-1 law on perpetual integrals of Lévy Processes and Applications to Jump SDEs. Arguments combine fluctuation theory and Jeulin’s Lemma.
Organiseret af: The T.N. Thiele Centre
Kontaktperson: Mark Podolskij