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Absolute continuity of distributions of one-dimensional Lévy processes
Published online by Cambridge University Press: 15 September 2017
Abstract
In this paper we study the existence of Lebesgue densities of one-dimensional Lévy processes. Equivalently, we show the absolute continuity of the distributions of one-dimensional Lévy processes. Compared with the previous literature, we consider Lévy processes with Lévy symbols of a logarithmic behavior at ∞.
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- Copyright © Applied Probability Trust 2017
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