Let α ∈ (0, 2) and let X be a Levy process where ´ b = σ = 0 in the Levy–Khintchine formula ´ and the Levy measure is    Show that if   then Y has the same law as X The process X is known as a...


Let α ∈ (0, 2) and let X be a Levy process where ´ b = σ = 0 in the Levy–Khintchine formula ´ and the Levy measure is
  Show that if
  then Y has the same law as X The process X is known as a symmetric stable process of index α.




May 04, 2022
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