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Oscillation of modes of some semi-stable Lévy processes
Published online by Cambridge University Press: 22 January 2016
Extract
In this paper it is shown that there is a unimodal Levy process with oscillating mode. After the author first constructed an example of such a self-decomposable process, Sato pointed out that it belongs to the class of semi-stable processes with β < 0. We prove that all non-symmetric semi-stable self-decomposable processes with β < 0 have oscillating modes.
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- Copyright © Editorial Board of Nagoya Mathematical Journal 1993
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