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On Perpetual Integrals

Leif Döring
Thiele Seminar
Tuesday, 14 June, 2016, at 13:15-14:00, in Koll. G3 (1532-218)
Abstract:
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.
Organised by: The T.N. Thiele Centre
Contact person: Mark Podolskij